Problem 3

Problem 3

by Jacob Max Bamberger -
Number of replies: 2

Hi, 

I could not find the definition of the entropy rate of a process with positive AND negative indexing in my notes, is it:
lim H(U_n,U_{n-1}...U0...U_{-n+1},U_{-n})?  (ie expanding to nth in both positive and negative index)


Thanks!

In reply to Jacob Max Bamberger

Re: Problem 3

by Jacob Max Bamberger -

Or perhaps:

 lim 1/n*(H(U_n...U_0) ?

In reply to Jacob Max Bamberger

Re: Problem 3

by Reka Inovan -
Hi,

Thanks for the question,

Please use the definition in here https://moodlearchive.epfl.ch/2020-2021/pluginfile.php/2835124/mod_resource/content/1/ITC-2020-09-29.pdf , i.e.,
lim H(U_1,U_2,....,U_n)/n

Best of luck,
Reka