The entropy of stochastic processes based on practical considerations

The entropy of stochastic processes based on practical considerations

The limitations of the Shannon entropy and the dynamic Shannon entropy are discussed. They only measure the aleatory uncertainty of stochastic processes. In this paper, based on the practical considerations, an entropy formula for measuring the uncertainty of stochastic processes is proposed, which...

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Main Authors: Yangyang Zhou, Hanping Hu, Jin Diao, Yitao Chen
Format: Article
Language:English
Published: AIP Publishing LLC 2020-04-01
Series:AIP Advances
Online Access:http://dx.doi.org/10.1063/1.5142429
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spelling doaj-795a58f3788540bca96c05d7f3c031d52020-11-25T02:02:20ZengAIP Publishing LLCAIP Advances2158-32262020-04-01104045321045321-510.1063/1.5142429The entropy of stochastic processes based on practical considerationsYangyang Zhou0Hanping Hu1Jin Diao2Yitao Chen3School of Artificial Intelligence and Automation, Huazhong University of Science and Technology, Wuhan 430074, ChinaSchool of Artificial Intelligence and Automation, Huazhong University of Science and Technology, Wuhan 430074, ChinaSchool of Artificial Intelligence and Automation, Huazhong University of Science and Technology, Wuhan 430074, ChinaWuhan Maritime Communication Research Institute, Wuhan 430074, People Republic’s of ChinaThe limitations of the Shannon entropy and the dynamic Shannon entropy are discussed. They only measure the aleatory uncertainty of stochastic processes. In this paper, based on the practical considerations, an entropy formula for measuring the uncertainty of stochastic processes is proposed, which measures not only the aleatory uncertainty but also the epistemic uncertainty. The uncertainty of the Gaussian process in four different situations is discussed. These works fill the gap between information theory and signal processing and thus can be used as a design guideline for constructing a secure source in the security field.http://dx.doi.org/10.1063/1.5142429
collection DOAJ
language English
format Article
sources DOAJ
author Yangyang Zhou
Hanping Hu
Jin Diao
Yitao Chen
spellingShingle Yangyang Zhou
Hanping Hu
Jin Diao
Yitao Chen
The entropy of stochastic processes based on practical considerations
AIP Advances
author_facet Yangyang Zhou
Hanping Hu
Jin Diao
Yitao Chen
author_sort Yangyang Zhou
title The entropy of stochastic processes based on practical considerations
title_short The entropy of stochastic processes based on practical considerations
title_full The entropy of stochastic processes based on practical considerations
title_fullStr The entropy of stochastic processes based on practical considerations
title_full_unstemmed The entropy of stochastic processes based on practical considerations
title_sort entropy of stochastic processes based on practical considerations
publisher AIP Publishing LLC
series AIP Advances
issn 2158-3226
publishDate 2020-04-01
description The limitations of the Shannon entropy and the dynamic Shannon entropy are discussed. They only measure the aleatory uncertainty of stochastic processes. In this paper, based on the practical considerations, an entropy formula for measuring the uncertainty of stochastic processes is proposed, which measures not only the aleatory uncertainty but also the epistemic uncertainty. The uncertainty of the Gaussian process in four different situations is discussed. These works fill the gap between information theory and signal processing and thus can be used as a design guideline for constructing a secure source in the security field.
url http://dx.doi.org/10.1063/1.5142429
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