Bounds on the epsilon-entropy of Wiener and RC processes (Corresp.)
J Binia, M Zakai, J Ziv - IEEE Transactions on Information …, 1973 - ieeexplore.ieee.org
… The asymptotic behavior of H, (as E goes to zero) for some Gaussian processes is given
in the literature [2]. In this correspondence we derive lower and upper bounds for the c-entropy
of the Wiener and RCprocesses ((14), (21), and (22), respectively). The method of the
approximation is based on bounding the series zi fi by an integral J,” f(x) dx, where f(x) is a
monotonic function with the values fi, for x = i. If, in addition, f(x) is a convex function (f”(x) > 0),
we can use the inequalities …
in the literature [2]. In this correspondence we derive lower and upper bounds for the c-entropy
of the Wiener and RCprocesses ((14), (21), and (22), respectively). The method of the
approximation is based on bounding the series zi fi by an integral J,” f(x) dx, where f(x) is a
monotonic function with the values fi, for x = i. If, in addition, f(x) is a convex function (f”(x) > 0),
we can use the inequalities …
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