Sensitivity of ε-entropy of stationary gaussian processes with continuous time

M. S. Pinsker, V. V. Prelov, S. Verdu

Research output: Contribution to journalArticlepeer-review

Abstract

Let N=N(t) and Z=Z(t) be independent processes with continuous time (the process N(t) is gaussian one). Let us designate ε-entropy per time unit of the process N+θZ with respect to the mean-square accuracy criterion as Hε(N+ΘZ). It is shown that, when Z is entropy-regular process, a limit of [Hε(N+ΘZ)-Nε(N)] exists in Θ values tending to infinity which is called as ε-entropy sensitivity. An explicit expression is obtained for this limit through the terms of spectral densities of processes N and Z. Analogous results for processes with discrete times were obtained earlier.

Original languageEnglish (US)
Number of pages1
JournalFiziko-Tekhnicheskie Problemy Razrabotki Poleznykh Iskopaemykh
Issue number2
StatePublished - Mar 1 1997

All Science Journal Classification (ASJC) codes

  • Geotechnical Engineering and Engineering Geology
  • Metals and Alloys

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