Stationary Stochastic Processes and Fractal Data Compression

DOI10.1142/S021812749700039XzbMATH Open0899.60073MaRDI QIDQ4374516FDOQ4374516

Ruifeng Xie, Anca Deliu, Michael F. Barnsley

Publication date: 3 November 1998

Published in: International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)

Recommendations

• scientific article; zbMATH DE number 1996079
• Learning Markov chains in fractal compression of image data
• Application of data compression methods to nonparametric estimation of characteristics of discrete-time stochastic processes
• Universal almost sure data compression
• Some asymptotic properties of the entropy of a stationary ergodic data source with applications to data compression

zbMATH Keywords

iterated function systemcompression algorithmsinvariant measure of a stationary nonatomic stochastic processzero-order process

Mathematics Subject Classification ID

Markov processes (60J99) Applications of dynamical systems (37N99)

Cited In (3)

• An informational approach to the problem of compressing random processes
• Title not available (Why is that?)
• Erratum: ``Dynamically defined measures and equilibrium states

This page was built for publication: Stationary Stochastic Processes and Fractal Data Compression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4374516)