What are the connections between stochastic processes and information theory?

process's informational properties: hµ, E, and T. Fortu- nately, there are ... stochastic process [19]. Specifically, given a DQG. M = {U, P(s)}, the ... Applying sequential measurements yields classical stochastic processes whose informational properties are bounded by those of the underlying quantum process. Let ξ , η be two random functions (= stationary (generalized) Gaussian random processes). The Gelfand–Pinsker–Yaglom functional (Formula (2.58) from [10]) for ... In particular, the methods of analyzing the stochastic process of financial ... information, uncertainty, entropy, and ignorance in stochastic processes. This paper studies the existence of expectations equilibria for message processes on stochastic exchange environments. A message process which permits the ... ... Stochastic Processes and their Ap- plications, 74 (2) 195-201, 1998. 21 ... gineering and Informational Science, 18 (4) 493-502, 2004. 26. Zazanis ... ... Stochastic Markov Processes in Reliability”, (with A. Ay, J. Landon and S. Ozekici), 2021, Probability in the Engineering and Informational Sciences, Vol. their work to capture GARCH features in equilibrium prices, by directly incorporating stochastic volatility in the (short-lived) private information process.) ... Mar 6, 2020 ... Let Π be a fully connected transition operator for a Markov process on S, where. Π(s, s0) =: πs(s0) is the probability of transitioning from ... Probability in the Informational and Engineering Sciences ... Stochastics: An International Journal of Probability and Stochastic Processes (formerly Stochastics ...