Entropy in Subordination and Filtering |
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| Authors: | Si Si Win Win Htay |
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| Institution: | (1) Faculty of Science and Technology, Aichi Prefectural University, Aichi Prefecture, Japan;(2) Department of Computational Mathematics, University of Computer Studies, Yangon, Myanmar (Burma) |
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| Abstract: | We propose a stochastic model of transmitting random information at random time. In this model, the signal is observed as a random sampling according to an increasing stable stochastic process. Thus we are given a subordinate stochastic process which is a typical irreversible process. As the characteristic of this phenomea we observe the loss of entropy. |
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| Keywords: | white noise subordination filtering |
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