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Equivalence of two notions of continuity for stationary continuous-time information sources

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  • Pursley, Michael B.

Abstract

The notion of continuity for continuous-time information sources which was introduced by Pinsker has found numerous applications in information theory. Continuity in probability is an important concept in the theory of continuous-time stochastic processes. It is shown that these two forms of continuity are equivalent for stationary processes whose state space is a separable metric space.

Suggested Citation

  • Pursley, Michael B., 1977. "Equivalence of two notions of continuity for stationary continuous-time information sources," Journal of Multivariate Analysis, Elsevier, vol. 7(2), pages 286-291, June.
    • Handle: RePEc:eee:jmvana:v:7:y:1977:i:2:p:286-291
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