Entropy rate of a stationary source
The entropy rate is limₙ H(X₁,…,Xₙ)/n when the limit exists.
Key knowledge
The entropy rate is limₙ H(X₁,…,Xₙ)/n when the limit exists. For a stationary finite-state first-order Markov chain it equals H(X₂|X₁); for iid symbols it equals H(X₁).
Conditions and scope
- Stationarity is explicit; a general nonstationary process need not have this limit.
- No unrestricted dependent-source coding theorem is certified by this formula alone.
Sources · 1
References
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Evidence and review
Lecture 5 section 5.3 entropy-rate definition and Markov/iid cases; stationary case bounded explicitly.
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