Mutual information rate between stationary Gaussian processes

DOI10.1016/j.rinam.2020.100107zbMath1466.62238OpenAlexW3024049335MaRDI QIDQ831379

Arash Komaee

Publication date: 11 May 2021

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

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

zbMATH Keywords

power spectral densityToeplitz matrixentropy rateSzegö's theorem

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• A Mathematical Theory of Communication
• Stochastic resonance in the FitzHugh-Nagumo model from a dynamic mutual information point of view
• Inverses of \(2\times 2\) block matrices
• Mutual information rate, distortion, and quantization in metric spaces
• Mutual information approach to blind separation of stationary sources
• Shannon Entropy and Mutual Information for Multivariate Skew‐Elliptical Distributions
• On the asymptotic eigenvalue distribution of Toeplitz matrices

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