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Stationary Processes and Their Information Rate

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Novelty, Information and Surprise
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Abstract

This chapter briefly introduces the necessary concepts from the theory of stochastic processes (see for example Lamperti 1977; Doob 1953) that are needed for a proper definition of information rate and channel capacity, following Shannon.

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Notes

  1. 1.

    \(\mathbf{c} {=\log }_{2}10 +{ \frac{8} {10}\log }_{2}8 +{ \frac{2} {10}\log }_{2}2 {-\log }_{2}10 = 2.6\text{ bit}\).

  2. 2.

    \(\text{ bit-rate} {=\log }_{2}10 + \frac{68} {100}\left ({\frac{16} {17}\log }_{2}\frac{16} {17} +{ \frac{1} {17}\log }_{2} \frac{1} {17}\right ) {=\log }_{2}10 + \frac{68} {100}\left (\frac{64} {17} {-\log }_{2}17\right ) {=\log }_{2}10\ -\ 0.322757 \cdot 0.68 = 3.10245\).

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Palm, G. (2012). Stationary Processes and Their Information Rate. In: Novelty, Information and Surprise. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-29075-6_6

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