Large deviation theorems for Gaussian processes and their applications in information theory

DOI10.1023/A:1010759616411zbMath0983.60012OpenAlexW4230438660MaRDI QIDQ5937964

Shunsuke Ihara

Publication date: 18 July 2001

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010759616411

zbMATH Keywords

maximum entropy principlestationary Gaussian processlarge derivation theoremrandom coding

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Large deviations (60F10) Information theory (general) (94A15) Coding theorems (Shannon theory) (94A24)

Related Items (3)

Large deviations for quadratic functionals of stable Gauss–Markov chains and entropy production ⋮ Real zeros of random trigonometric polynomials with dependent coefficients ⋮ The trace problem for Toeplitz matrices and operators and its impact in probability

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