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Equivalence of two notions of continuity for stationary continuous-time information sources. (English) Zbl 0357.94019

Summary: The notion of continuity for continuous-time sources which was introduced by M. S. Pinsker [Information and information stability of random variables and processes. San Francisco etc.: Holden-Day (1964; Zbl 0125.09202)] has found numerous applications in information theory. Continuity in probability is an important concept in the theory of continuous-time stochastic processes. It is shown that these two forms of continuity are equivalent for stationary processes whose state space is a separable metric space.
Reviewer: Michael B. Pursley

MSC:

94A15 Information theory (general)
94A29 Source coding
60G10 Stationary stochastic processes

Citations:

Zbl 0125.09202
Full Text: DOI

References:

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