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Results tagged with entropy
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user 8135
3
votes
2
answers
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views
Estimate entropy of a binary process in terms of decay of correlations
.
$$
Naturally the entropy (rate) $h(X)$ of $X=(X_{n})$ satisfies
$$
h(X)=\lim_{n\to\infty} \frac 1n H(X_1,\ldots, X_n)\le H(\frac 12)=\log 2.
$$
The entropy will "drop" due to dependencies in $(X_n … Then the entropy entropy drop $\log 2- h(X)$ should be substantial as well. …
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