Shannon and Rényi entropy rates of stationary vector valued Gaussian random processes

2018/07/12 by Mulherkar, Jaideep
#FOS: Computer and information sciences #Information Theory (cs.IT)

paper · doi:10.48550/arxiv.1807.04560

Abstract

We derive expressions for the Shannon and Rényi entropy rates of stationary vector valued Gaussian random processes using the block matrix version of Szegö's theorem.

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