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Entropy in Subordination and Filtering

In: Recent Developments in Infinite-Dimensional Analysis and Quantum Probability

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  • Si Si

    (Aichi Prefectural University, Faculty of Science and Technology)

  • Win Win Htay

    (University of Computer Studies, Department of Computational Mathematics)

Abstract

We propose a stochastic model of transmitting random information at random time. In this model, the signal is observed as a random sampling according to an increasing stable stochastic process. Thus we are given a subordinate stochastic process which is a typical irreversible process. As the characteristic of this phenomea we observe the loss of entropy.

Suggested Citation

  • Si Si & Win Win Htay, 2001. "Entropy in Subordination and Filtering," Springer Books, in: Luigi Accardi & Hui-Hsiung Kuo & Nobuaki Obata & Kimiaki Saito & Si Si & Ludwig Streit (ed.), Recent Developments in Infinite-Dimensional Analysis and Quantum Probability, pages 433-439, Springer.
    • Handle: RePEc:spr:sprchp:978-94-010-0842-6_30
    DOI: 10.1007/978-94-010-0842-6_30
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