Abstract
We propose a stochastic model of transmitting random information at random time. In this model, the signal is observed as a random sampling according to an increasing stable stochastic process. Thus we are given a subordinate stochastic process which is a typical irreversible process. As the characteristic of this phenomea we observe the loss of entropy.
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Dedicated to Professor Takeyuki Hida on the occasion of his 70th birthday
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© 2001 Springer Science+Business Media Dordrecht
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Si, S., Htay, W.W. (2001). Entropy in Subordination and Filtering. In: Accardi, L., Kuo, HH., Obata, N., Saito, K., Si, S., Streit, L. (eds) Recent Developments in Infinite-Dimensional Analysis and Quantum Probability. Springer, Dordrecht. https://doi.org/10.1007/978-94-010-0842-6_30
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DOI: https://doi.org/10.1007/978-94-010-0842-6_30
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