Differential Properties of Information in Jump-diffusion Channels
Information Theory
2025-04-29 v6 math.IT
Abstract
We propose a channel modeling using jump-diffusion processes, and study the differential properties of entropy and mutual information. By utilizing the Kramers-Moyal and Kolmogorov-Feller equations, we express the mutual information between the input and the output in series and integral forms, presented by Fisher-type information and mismatched KL divergence. We extend de Bruijn's identity and the I-MMSE relation to encompass general Markov processes.
Keywords
Cite
@article{arxiv.2501.05708,
title = {Differential Properties of Information in Jump-diffusion Channels},
author = {Luyao Fan and Jiayang Zou and Jiayang Gao and Jia Wang},
journal= {arXiv preprint arXiv:2501.05708},
year = {2025}
}
Comments
12 pages