TY - JOUR
T1 - ADK Entropy and ADK Entropy Rate in Irreducible- Aperiodic Markov Chain and Gaussian Processes
TT - اندازه افتراق ADK و آزمون نمایی بودن بر مبنی اطلاعADK برآورد شده
JF - JIRSS
JO - JIRSS
VL - 9
IS - 2
UR - http://jirss.irstat.ir/article-1-68-en.html
Y1 - 2010
SP - 115
EP - 126
KW - ADK entropy
KW - ADK entropy rate
KW - gaussian process
KW - Markov chain
KW - Renyi entropy
KW - Renyi entropy rate
KW - Shannon entropy
KW - Shannon entropy rate
KW - spectral density function
KW - stationary process.
N2 - In this paper, the two parameter ADK entropy, as a generalized of Re'nyi entropy, is considered and some properties of it, are investigated. We will see that the ADK entropy for continuous random variables is invariant under a location and is not invariant under a scale transformation of the random variable. Furthermore, the joint ADK entropy, conditional ADK entropy, and chain rule of this entropy is discussed. The ADK entropy rate is dened and is used for deriving the entropy rate of stationary Gaussian processes and an irreducible- aperiodic Markov chain.
M3
ER -