On the Strong Information Singularity of Certain Stationary Processes

Research output: Contribution to journalArticlepeer-review


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.

Original languageEnglish (US)
Pages (from-to)605-609
Number of pages5
JournalIEEE Transactions on Information Theory
Issue number5
StatePublished - Sep 1979

ASJC Scopus subject areas

  • Information Systems
  • Computer Science Applications
  • Library and Information Sciences


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