出典:Wikipedia
出典:『Wikipedia』 (2011/06/15 22:16 UTC 版)
In the mathematical theory of probability, the entropy rate or source information rate of a stochastic process is, informally, the time density of the average information in a stochastic process. For stochastic processes with a countable index, the entropy rate H(X) is the limit of the joint entropy of n members of the process Xk divided by n, as n tends to infinity: