2007 | OriginalPaper | Buchkapitel
Coding of Random Processes
Erschienen in: Information and Complexity in Statistical Modeling
Verlag: Springer New York
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Up to this point we have considered encoding data modeled as outcomes of random variables, which are defined by an alphabet and a single probability distribution. When such a distribution is sampled repeatedly, we actually generate data by an iid (independent identically distributed) random process. A much more important way to model data sequences is to consider them as samples from a general random process, which we discuss next.