In an exploratory paper, T. Berger studied discrete random processes which generate information slower than linearly with time. One of his objectives was to provide a physically meaningful definition of a deterministic process, and to this end he introduced the notion of strong information singularity. His work is supplemented by demonstrating that a large class of convariance stationary processes are strongly information singular with respect to a class of stationary Gaussian processes. One important consequence is that for a large class of covariance stationary processes the information rate equals that of the process associated with the Brownian motion component of the spectral representation.
ASJC Scopus subject areas
- Information Systems
- Computer Science Applications
- Library and Information Sciences