Mutual information rate between stationary Gaussian processes

DOI10.1016/J.RINAM.2020.100107MaRDI QIDQ831379zbMATH OpenOpenAlexFDO

Authors Arash Komaee

Publication date 11 May 2021

Published in Results in Applied Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1016/j.rinam.2020.100107

zbMATH Keywords

Toeplitz matrixpower spectral densityentropy rateSzegö's theorem

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Gaussian processes (60G15) Inference from stochastic processes and spectral analysis (62M15) Measures of information, entropy (94A17)

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Cites work

• A Mathematical Theory of Communication
• Inverses of \(2\times 2\) block matrices
• Mutual information approach to blind separation of stationary sources
• Mutual information rate, distortion, and quantization in metric spaces
• On the asymptotic eigenvalue distribution of Toeplitz matrices
• Shannon entropy and mutual information for multivariate skew-elliptical distributions
• Stochastic resonance in the FitzHugh-Nagumo model from a dynamic mutual information point of view
• Toeplitz and circulant matrices: a review.

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(11)

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• Mutual Information for Stochastic Signals and Fractional Brownian Motion
• Quantifying communication in synchronized languages
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• Generalised partial autocorrelations and the mutual information between past and future
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• Mutual information in stationary channels with additive noise
• A mutual information based distance for multivariate Gaussian processes
• Conditional and marginal mutual information in Gaussian and hyperbolic decay time series
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