Maximum R\'enyi Entropy Rate
Information Theory
2015-01-06 v1 math.IT
Abstract
Two maximization problems of R\'enyi entropy rate are investigated: the maximization over all stochastic processes whose marginals satisfy a linear constraint, and the Burg-like maximization over all stochastic processes whose autocovariance function begins with some given values. The solutions are related to the solutions to the analogous maximization problems of Shannon entropy rate.
Keywords
Cite
@article{arxiv.1501.00539,
title = {Maximum R\'enyi Entropy Rate},
author = {Christoph Bunte and Amos Lapidoth},
journal= {arXiv preprint arXiv:1501.00539},
year = {2015}
}
Comments
Submitted to the IEEE Transactions on Information Theory