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On the entropy of linear factors

Published online by Cambridge University Press:  01 April 2008

BENJAMIN WEISS*
Affiliation:
Hebrew University of Jerusalem, Jerusalem 91904, Israel (email: [email protected])

Abstract

In general, the entropy of a stationary process , which is a factor of the process , can take any value in the interval . For linear factors the situation is completely different. In fact it even matters how the class of linear factors is defined. We will investigate both moving averages of bounded sequences by coefficients in l1 and the natural notion in L2.

Type
Research Article
Copyright
Copyright © Cambridge University Press 2008

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