The Rate of Entropy for Gaussian Processes
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Abstract:
In this paper, we show that in order to obtain the Tsallis entropy rate for stochastic processes, we can use the limit of conditional entropy, as it was done for the case of Shannon and Renyi entropy rates. Using that we can obtain Tsallis entropy rate for stationary Gaussian processes. Finally, we derive the relation between Renyi, Shannon and Tsallis entropy rates for stationary Gaussian processes.
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Journal title
volume 12 issue 1
pages 71- 82
publication date 2015-09
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