Absolute continuity and mutual information for Gaussian mixtures

DOI10.1080/17442509208833771zbMath0754.60037OpenAlexW2088905961MaRDI QIDQ4018642

Charles R. Baker, A. F. Gualtierotti

Publication date: 16 January 1993

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509208833771

zbMATH Keywords

Girsanov's theoremspectral multiplicityShannon informationGaussian mixture processprocess representationsCramér-Hida spectral representationGaussian mixture local martingale

Mathematics Subject Classification ID

Gaussian processes (60G15) General second-order stochastic processes (60G12) Signal detection and filtering (aspects of stochastic processes) (60G35) Information theory (general) (94A15) Continuity and singularity of induced measures (60G30)

Related Items (2)

On some properties of Gaussian channels ⋮ On some properties of Gaussian channels with strongly equivalent noises

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