Rnyi entropy rate for Gaussian processes
In this paper, we introduce the definition of the conditional Rnyi entropy for continuous random variables and show that the so-called chain rule holds. Then, we use this rule to obtain another relation for getting the rate of Rnyi entropy. Using this relation and properties of the Rnyi entropy we obtain the Rnyi entropy rate for stationary Gaussian processes. Finally, we show that the bound for the Rnyi entropy rate is simply the Shannon entropy rate and that the Rnyi entropy rate reduces to the Shannon entropy rate as ??1 ? ? 1 .
rnyi entropy rnyi entropy rate gaussian process shannon entropy rate stationary process