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DC Field | Value | Language |
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dc.contributor.author | Brody, DC | - |
dc.contributor.author | Hughston, LP | - |
dc.contributor.author | Yang, X | - |
dc.date.accessioned | 2014-03-27T10:50:44Z | - |
dc.date.available | 2014-03-27T10:50:44Z | - |
dc.date.issued | 2013 | - |
dc.identifier.citation | Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 469(2149), Article 20120433, 2013 | en_US |
dc.identifier.issn | 1364-5021 | - |
dc.identifier.uri | http://rspa.royalsocietypublishing.org/content/469/2149/20120433 | en |
dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/8213 | - |
dc.description | Copyright @ 2012 The Author(s) Published by the Royal Society. This is the author's final version of the article. The final publication is available from the link below. | en_US |
dc.description.abstract | Lévy processes, which have stationary independent increments, are ideal for modelling the various types of noise that can arise in communication channels. If a Lévy process admits exponential moments, then there exists a parametric family of measure changes called Esscher transformations. If the parameter is replaced with an independent random variable, the true value of which represents a ‘message’, then under the transformed measure the original Lévy process takes on the character of an ‘information process’. In this paper we develop a theory of such Lévy information processes. The underlying Lévy process, which we call the fiducial process, represents the ‘noise type’. Each such noise type is capable of carrying a message of a certain specification. A number of examples are worked out in detail, including information processes of the Brownian, Poisson, gamma, variance gamma, negative binomial, inverse Gaussian and normal inverse Gaussian type. Although in general there is no additive decomposition of information into signal and noise, one is led nevertheless for each noise type to a well-defined scheme for signal detection and enhancement relevant to a variety of practical situations. | en_US |
dc.description.sponsorship | Shell Treasury Centre Limited, London, and the Fields Institute, University of Toronto. | en_US |
dc.language | English | - |
dc.language.iso | en | en_US |
dc.publisher | The Royal Society | en_US |
dc.subject | Signal processing | en_US |
dc.subject | Lévy process | en_US |
dc.subject | Esscher transformation | en_US |
dc.subject | Nonlinear filtering | en_US |
dc.subject | Information process | en_US |
dc.subject | Cybernetics | en_US |
dc.title | Signal processing with Lévy information | en_US |
dc.type | Article | en_US |
dc.identifier.doi | http://dx.doi.org/10.1098/rspa.2012.0433 | - |
pubs.organisational-data | /Brunel | - |
pubs.organisational-data | /Brunel/Administration and Support Staff | - |
pubs.organisational-data | /Brunel/Administration and Support Staff/Administration and Support Staff | - |
pubs.organisational-data | /Brunel/Brunel Active Staff | - |
pubs.organisational-data | /Brunel/Brunel Active Staff/School of Info. Systems, Comp & Maths | - |
pubs.organisational-data | /Brunel/Brunel Active Staff/School of Info. Systems, Comp & Maths/Maths | - |
pubs.organisational-data | /Brunel/University Research Centres and Groups | - |
pubs.organisational-data | /Brunel/University Research Centres and Groups/Brunel Business School - URCs and Groups | - |
pubs.organisational-data | /Brunel/University Research Centres and Groups/Brunel Business School - URCs and Groups/Centre for Research into Entrepreneurship, International Business and Innovation in Emerging Markets | - |
pubs.organisational-data | /Brunel/University Research Centres and Groups/School of Arts - URCs and Groups | - |
pubs.organisational-data | /Brunel/University Research Centres and Groups/School of Arts - URCs and Groups/Brunel Centre for Contemporary Writing | - |
pubs.organisational-data | /Brunel/University Research Centres and Groups/School of Health Sciences and Social Care - URCs and Groups | - |
pubs.organisational-data | /Brunel/University Research Centres and Groups/School of Health Sciences and Social Care - URCs and Groups/Brunel Institute for Ageing Studies | - |
pubs.organisational-data | /Brunel/University Research Centres and Groups/School of Health Sciences and Social Care - URCs and Groups/Brunel Institute of Cancer Genetics and Pharmacogenomics | - |
pubs.organisational-data | /Brunel/University Research Centres and Groups/School of Health Sciences and Social Care - URCs and Groups/Centre for Systems and Synthetic Biology | - |
pubs.organisational-data | /Brunel/University Research Centres and Groups/School of Information Systems, Computing and Mathematics - URCs and Groups | - |
pubs.organisational-data | /Brunel/University Research Centres and Groups/School of Information Systems, Computing and Mathematics - URCs and Groups/Multidisclipary Assessment of Technology Centre for Healthcare (MATCH) | - |
Appears in Collections: | Publications Dept of Mathematics Research Papers Mathematical Sciences |
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