Mutual Information for Stochastic Signals and Fractional Brownian Motion

DOI10.1109/TIT.2008.928995zbMath1322.94060MaRDI QIDQ3604858

Tyrone E. Duncan

Publication date: 24 February 2009

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Signal detection and filtering (aspects of stochastic processes) (60G35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Measures of information, entropy (94A17)

Related Items (1)

Multifractional Vector Brownian Motions, Their Decompositions, and Generalizations

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