Relations between information and estimation in scalar Lévy channels

@article{Jiao2014RelationsBI,
  title={Relations between information and estimation in scalar L{\'e}vy channels},
  author={Jiantao Jiao and Kartik Venkat and Tsachy Weissman},
  journal={2014 IEEE International Symposium on Information Theory},
  year={2014},
  pages={2212-2216}
}
Fundamental relations between information and estimation have been established in the literature for the scalar Gaussian and Poisson channels. In this work, we demonstrate that such relations hold for a much larger class of observation models. We introduce the natural family of scalar Lévy channels where the distribution of the output conditioned on the input is infinitely divisible. For Lévy channels, we establish new representations relating the mutual information between the channel input… CONTINUE READING