ADK Entropy and ADK Entropy Rate in Irreducible- Aperiodic Markov Chain and Gaussian Processes
نویسنده
چکیده
In this paper, the two parameter ADK entropy, as a generalized of Re’nyi entropy, is considered and some properties of it, are investigated. We will see that the ADK entropy for continuous random variables is invariant under a location and is not invariant under a scale transformation of the random variable. Furthermore, the joint ADK entropy, conditional ADK entropy, and chain rule of this entropy is discussed. The ADK entropy rate is defined and is used for deriving the entropy rate of stationary Gaussian processes and an irreducibleaperiodic Markov chain.
منابع مشابه
ADK Entropy and ADK Entropy Rate in Irreducible- Aperiodic Markov Chain and Gaussian Processes
In this paper, the two parameter ADK entropy, as a generalized of Re'nyi entropy, is considered and some properties of it, are investigated. We will see that the ADK entropy for continuous random variables is invariant under a location and is not invariant under a scale transformation of the random variable. Furthermore, the joint ADK entropy, conditional ADK entropy, and chain rule of this ent...
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