Entropy and nonlinear prediction

DOI10.1007/BF00533638zbMath0419.60033MaRDI QIDQ3852879

Bruno Scarpellini

Publication date: 1979

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

nonlinear prediction theoryentropy of a stationary stochastic process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Measures of information, entropy (94A17) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (4)

Estimating the conditional expectations for continuous time stationary processes ⋮ Time-asymmetric phenomena in biology ⋮ On universal algorithms for classifying and predicting stationary processes ⋮ Conditional expectations of stationary processes

Cites Work

• Ergodic theory and its significance for statistical mechanics and probability theory
• Ergodic theory on compact spaces
• Guessing the next output of a stationary process
• Fourier analysis on dynamical systems
• Predicting the future of functions on flows
• LECTURES ON THE ENTROPY THEORY OF MEASURE-PRESERVING TRANSFORMATIONS
• Stationary Processes and Prediction Theory. (AM-44)
• Determination of the Spectrum of the Flow of Brownian Motion
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