Maximum Rényi Entropy Rate

descriptionPublicationkeyboard_double_arrow_right Article , Preprint 01 Mar 2016Embargo end date: 01 Jan 2015Publisher:Institute of Electrical and Electronics Engineers (IEEE)Journal:IEEE Transactions on Information Theory, volume 62, pages 1,193-1,205 (issn: 0018-9448, eissn: 1557-9654,

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Authors: Christoph Bunte; Amos Lapidoth;

doi: 10.1109/tit.2016.2521364 , 10.48550/arxiv.1501.00539

arXiv: 1501.00539

Maximum Rényi Entropy Rate

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Abstract

Two maximization problems of R��nyi 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.

Submitted to the IEEE Transactions on Information Theory

Related Organizations

Union Bank of Switzerland
Switzerland
ETH Zurich
Switzerland
Signal and Information Processing Laboratory
Switzerland

Keywords

FOS: Computer and information sciences, Computer Science - Information Theory, Information Theory (cs.IT)

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