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JOURNALS // Problemy Peredachi Informatsii // Archive

Probl. Peredachi Inf., 1969 Volume 5, Issue 3, Pages 8–21 (Mi ppi1806)

The Condition for Informational Regularity in Stationary Gaussian Processes

I. A. Ibragimov


Abstract: A stationary process $\xi(t)$ is informationally regular if the quantity of information in the past $\{\xi(t),\,t\geq 0\}$, relative to the future $\{\xi(t),\,t\leq\tau\}$, tends to zero as $\tau\to\infty$. A description is given of the spectral characteristics of informationally regular Gaussian stationary processes.

UDC: 519.27

Received: 26.04.1968


 English version:
Problems of Information Transmission, 1969, 5:3, 5–16

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© Steklov Math. Inst. of RAS, 2025