Entropy Rate of Stochastic Processes
نویسندگان
چکیده
The entropy rate of independent and identically distributed events can on average be encoded by H(X) bits per source symbol. However, in reality, series of events (or processes) are often randomly distributed and there can be arbitrary dependence between each event. Such processes with arbitrary dependence between variables are called stochastic processes. This report shows how to calculate the entropy rate for such processes, accompanied with some de nitions, proofs and brief examples.
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