Entropic Compressibility of Lévy Processes

DOI10.1109/TIT.2022.3167863zbMath1505.60029arXiv2009.10753MaRDI QIDQ5096963

Julien Fageot, Alireza Fallah, Thibaut Horel

Publication date: 19 August 2022

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

Full work available at URL: https://arxiv.org/abs/2009.10753

zbMATH Keywords

Lévy processescompressibilityentropy of double discretization

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Self-similar stochastic processes (60G18) Measures of information, entropy (94A17)

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