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On the entropy of linear factors

Published online by Cambridge University Press:  01 April 2008

BENJAMIN WEISS
BENJAMIN WEISS*
Affiliation:
Hebrew University of Jerusalem, Jerusalem 91904, Israel (email: weiss@math.huji.ac.il)
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Abstract

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In general, the entropy $h(\mathcal {Y})$ of a stationary process $\mathcal {Y}$, which is a factor of the process $\mathcal {X}$, can take any value in the interval $(0, h( \mathcal {X} ) ]$. 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.

Information

Type
Research Article
Information
Ergodic Theory and Dynamical Systems , Volume 28 , Issue 2: William Parry Memorial Volume , April 2008, pp. 697 - 705
Copyright
Copyright © Cambridge University Press 2008

References

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