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Problemy Peredachi Informatsii, 1969, Volume 5, Issue 3, Pages 8–21
(Mi ppi1806)
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The Condition for Informational Regularity in Stationary Gaussian Processes
I. A. Ibragimov
Abstract:
A stationary process $\xi(t)$ is informationally regular if the quantity of information in the past $\{\xi(t),\,t\geq 0\}$, relative to the future $\{\xi(t),\,t\leq\tau\}$, tends to zero as $\tau\to\infty$. A description is given of the spectral characteristics of informationally regular Gaussian stationary processes.
Received: 26.04.1968
Citation:
I. A. Ibragimov, “The Condition for Informational Regularity in Stationary Gaussian Processes”, Probl. Peredachi Inf., 5:3 (1969), 8–21; Problems Inform. Transmission, 5:3 (1969), 5–16
Linking options:
https://www.mathnet.ru/eng/ppi1806 https://www.mathnet.ru/eng/ppi/v5/i3/p8
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