Entropy and alternative entropy functionals of fractional Gaussian noise as the functions of Hurst index

DOI10.1007/s13540-023-00155-2zbMath1522.60045arXiv2301.13378OpenAlexW4367856933MaRDI QIDQ6073783

Sergiy Shklyar, Anatoliy Malyarenko, Kostiantyn Ralchenko, Yuliya S. Mishura

Publication date: 12 October 2023

Published in: Fractional Calculus \& Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2301.13378

zbMATH Keywords

entropyHurst indexfractional Gaussian noiseentropy rateentropy functionals

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Measures of information, entropy (94A17)

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