Shannon entropy for stationary processes and dynamical systems

被引：0
|
作者：
Hamdan, D. [1 ]
Parry, W.
Thouvenot, J. -P.
机构：
[1] Univ Paris 06, Lab Probabil & Modeles Aleatoires, UMR 7599, F-75252 Paris 05, France
来源：
ERGODIC THEORY AND DYNAMICAL SYSTEMS | 2008年 / 28卷
关键词：
D O I：
10.1017/S0143385707001034
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We consider stationary ergodic processes indexed by Z or Z(n) whose finite-dimensional marginals have laws which are absolutely continuous with respect to Lebesgue measure. We define an entropy theory for these continuous processes, prove an analogue of the Shannon - MacMillan - Breiman theorem and study more precisely the particular example of Gaussian processes.
引用
收藏
页码：447 / 480
页数：34
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