ENTROPIE DES PROCESSUS LINÉAIRES
Abstract: Let
be a real stationary process with the spectral representation
![integral
p inc
Yn = -pe dZY](files/11.1/HTML/11.1.5.abs1x.png)
and
![X = (Xn)n( - Z](files/11.1/HTML/11.1.5.abs2x.png)
be a process defined by
We prove that the entropy of
satisfies the relation
Some cases where equality holds are obtained. We also give some applications.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -