Maximum R\'enyi Entropy Rate
Christoph Bunte, Amos Lapidoth
TL;DR
This paper explores the maximization of Re9nyi entropy rate under linear and autocovariance constraints, extending classical Shannon entropy rate maximization to Re9nyi entropy.
Contribution
It introduces solutions to Re9nyi entropy rate maximization problems, relating them to Shannon entropy rate solutions, for processes with specific marginal and autocovariance constraints.
Findings
Derived solutions for Re9nyi entropy rate maximization.
Established connections to Shannon entropy rate maximization.
Extended classical results to Re9nyi entropy context.
Abstract
Two maximization problems of R\'enyi entropy rate are investigated: the maximization over all stochastic processes whose marginals satisfy a linear constraint, and the Burg-like maximization over all stochastic processes whose autocovariance function begins with some given values. The solutions are related to the solutions to the analogous maximization problems of Shannon entropy rate.
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Taxonomy
TopicsStatistical Mechanics and Entropy · Wireless Communication Security Techniques · Gene Regulatory Network Analysis