Source coding theorems for stationary, continuous-time stochastic processes. (English) Zbl 0369.94014

Summary: New results are presented on the problem of source coding subject to a fidelity criterion for stationary, measurable, continuous-time stochastic processes. The main result is established without an ergodicity requirement and for quite general reproduction alphabets. This is then specialized to ergodic sources to prove a coding theorem for ergodic continuous-time sources. The approach is to obtain coding theorems for continuous-time sources from the coding theorem for non-ergodic discrete-time sources.


94A29 Source coding
60G10 Stationary stochastic processes
60G35 Signal detection and filtering (aspects of stochastic processes)
Full Text: DOI