Shannon and R\'enyi entropy rates of stationary vector valued Gaussian random processes
Information Theory
2018-07-13 v1 math.IT
Abstract
We derive expressions for the Shannon and R\'enyi entropy rates of stationary vector valued Gaussian random processes using the block matrix version of Szeg\"o's theorem.
Keywords
Cite
@article{arxiv.1807.04560,
title = {Shannon and R\'enyi entropy rates of stationary vector valued Gaussian random processes},
author = {Jaideep Mulherkar},
journal= {arXiv preprint arXiv:1807.04560},
year = {2018}
}