Title :
Concavity in time of conditional entropy for stationary Markov sources
Author :
Julian, David ; Cover, Thomas M.
Author_Institution :
Inf. Syst. Lab., Stanford Univ., CA, USA
Abstract :
We show that the conditional entropy H(Xn|X0) of a discrete time stationary Markov process is concave in n. This has a number of implications.
Keywords :
Markov processes; entropy; information theory; conditional entropy; discrete time process; optimal lossy sampling method; stationary Markov sources; time concavity; Bandwidth; Entropy; Information systems; Laboratories; Markov processes; Measurement uncertainty; Sampling methods; Thermodynamics; Time factors; Time measurement;
Conference_Titel :
Information Theory, 2002. Proceedings. 2002 IEEE International Symposium on
Print_ISBN :
0-7803-7501-7
DOI :
10.1109/ISIT.2002.1023533