### Abstract

Let S(N,Z) be the sensitivity of the rate-distortion function (relative to the mean-square-error criterion) of a continuous-time stationary Gaussian process N=N(t) to non-Gaussian contamination Z=Z(t). We prove that for any entropy-regular process Z the equality S(N,Z)=S(N,Z*) holds, where Z*=Z*(t) is a stationary Gaussian process with the same autocorrelation function as Z. An explicit expression for S(N,Z) in the terms of the spectral densities of N and Z is also derived. We also prove that S(N,Z)=0 for any entropy-singular process Z.

Original language | English (US) |
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Title of host publication | Proceedings - 1997 IEEE International Symposium on Information Theory, ISIT 1997 |

Number of pages | 1 |

DOIs | |

State | Published - Dec 1 1997 |

Event | 1997 IEEE International Symposium on Information Theory, ISIT 1997 - Ulm, Germany Duration: Jun 29 1997 → Jul 4 1997 |

### Publication series

Name | IEEE International Symposium on Information Theory - Proceedings |
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ISSN (Print) | 2157-8095 |

### Other

Other | 1997 IEEE International Symposium on Information Theory, ISIT 1997 |
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Country | Germany |

City | Ulm |

Period | 6/29/97 → 7/4/97 |

### All Science Journal Classification (ASJC) codes

- Theoretical Computer Science
- Information Systems
- Modeling and Simulation
- Applied Mathematics

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## Cite this

Pinsker, M. S., Prelov, V. V., & Verdú, S. (1997). Sensitivity of the rate-distortion function of stationary continuous-time Gaussian processes to non-Gaussian contamination. In

*Proceedings - 1997 IEEE International Symposium on Information Theory, ISIT 1997*[612988] (IEEE International Symposium on Information Theory - Proceedings). https://doi.org/10.1109/ISIT.1997.612988