Yuri M. Suhov

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{ We discuss a family of estimators for the entropy rate of a stationary ergodic process and prove their pointwise and mean consistency under a Doeblin-type mixing condition. The estimators are Cess aro averages of longest match-lengths, and their consistency follows from a generalized ergodic theorem due to Maker. We provide examples of their performance(More)
This article addresses the issue of the proof of the entropy power inequality (EPI), an important tool in the analysis of Gaussian channels of information transmission, proposed by Shannon. We analyse continuity properties of the mutual entropy of the input and output signals in an additive memoryless channel and discuss assumptions under which the(More)
In this paper, we review Fisher information matrices properties in weighted version and discuss inequalities/bounds on it by using reduced weight functions. In particular, an extended form of the Fisher information inequality previously established in [6] is given. Further, along with generalized De-Bruijn's identity, we provide new interpretation of the(More)