On the strong information singularity of certain stationary processes (Corresp.)

B. Hajek
1979 IEEE Transactions on Information Theory  
an exploratory paper, T. Berger studied discrete random proceases which generate information slower than linearly with time. One of his objectives was to provide a physically meaningful definition of a deterministic process, and to this end he introduced the notion of strong information singularity. His work is supplemented by demonstrating that a large class of convariance stationary processes are strongly information singular with respect to a class of stationary Gaussian processes. One
more » ... ant consequence is that for a large class of covariance stationary processes the information rate equals that of the process associated with the Browaian motion component of the spectral representation.
doi:10.1109/tit.1979.1056088 fatcat:csyuzvumyzbublnquycj4ujefq