Asymptotic behavior of nonanticipative epsilon-entropy for Gaussian process

zbMath0782.60036MaRDI QIDQ1190031

A. K. Gorbunov, M. S. Pinsker

Publication date: 26 September 1992

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

stationary Gaussian processspectral densitycommunication theoryepsilon-entropyinformation rate of a source

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Signal detection and filtering (aspects of stochastic processes) (60G35) Measures of information, entropy (94A17) Prediction theory (aspects of stochastic processes) (60G25)

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