IDEAS home Printed from https://ideas.repec.org/h/spr/sprchp/978-3-030-22833-0_5.html
   My bibliography  Save this book chapter

Computation of entropy for special cases. Entropy of stochastic processes

In: Theory of Information and its Value

Author

Listed:
  • Roman V. Belavkin

    (Middlesex University, Faculty of Science and Technology)

  • Panos M. Pardalos

    (University of Florida, Industrial and Systems Engineering)

  • Jose C. Principe

    (University of Florida, Electrical & Computer Engineering)

  • Ruslan L. Stratonovich

Abstract

In the present chapter, we set out the methods for computation of entropy of many random variables or of a stochastic process in discrete and continuous time. From a fundamental and practical points of view, of particular interest are the stationary stochastic processes and their information-theoretic characteristics, specifically their entropy. Such processes are relatively simple objects, particularly a discrete process, i.e. a stationary process with discrete states and running in discrete time. Therefore, this process is a very good example for demonstrating the basic points of the theory, and so we shall start from its presentation.

Suggested Citation

  • Roman V. Belavkin & Panos M. Pardalos & Jose C. Principe & Ruslan L. Stratonovich, 2020. "Computation of entropy for special cases. Entropy of stochastic processes," Springer Books, in: Roman V. Belavkin & Panos M. Pardalos & Jose C. Principe (ed.), Theory of Information and its Value, chapter 0, pages 103-171, Springer.
    • Handle: RePEc:spr:sprchp:978-3-030-22833-0_5
    DOI: 10.1007/978-3-030-22833-0_5
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprchp:978-3-030-22833-0_5. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.