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2110.01541

A Notion of Entropy for Stochastic Processes

Maysam Maysami Sadr, Mina Shahrestani

correcthigh confidence
Category
Not specified
Journal tier
Specialist/Solid
Processed
Sep 28, 2025, 12:56 AM

Audit review

The paper defines Hsd(µ) via limsup growth of block-partition entropies and proves, for any stationary measure µ on X^∞, that Hsd(µ) equals the Kolmogorov–Sinai entropy of the one-sided shift E(Sh,µ) (Theorems 3.2 and 3.3) . The candidate solution establishes the same equality by a standard entropy-calculus route: (i) identify Hsd(µ,P) with hµ(Sh,αP) for zero-coordinate cylinders, yielding Hsd(µ)=supP hµ(Sh,αP)≤hµ(Sh); and (ii) approximate arbitrary partitions by finite-block partitions and then by cylinder-joins from a single base partition P, concluding the reverse inequality. The paper’s proof appeals to Walters’ generator/supremum theorem to reduce to finite-block partitions directly, while the model gives a more constructive approximation using conditional entropies. Both arguments are correct and consistent with standard results; they differ in technique (generator-based reduction versus stepwise conditional-entropy approximation) but reach the same conclusion .

Referee report (LaTeX)

\textbf{Recommendation:} minor revisions

\textbf{Journal Tier:} specialist/solid

\textbf{Justification:}

The paper introduces a coherent entropy notion for stochastic processes on general measurable spaces and proves its equality to KS entropy of the shift for stationary measures. Arguments are standard but carefully organized, with a good set of properties. A few places would benefit from slightly more explicit justification of limit manipulations and generator reductions, but the results appear correct and clearly presented.