Differential Properties of Information in Jump-diffusion Channels

Fuente: arXiv
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Main Authors: Fan, Luyao, Zou, Jiayang, Gao, Jiayang, Wang, Jia
Format: Preprint
Published: 2025
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author Fan, Luyao
Zou, Jiayang
Gao, Jiayang
Wang, Jia
author_facet Fan, Luyao
Zou, Jiayang
Gao, Jiayang
Wang, Jia
contents We propose a channel modeling using jump-diffusion processes, and study the differential properties of entropy and mutual information. By utilizing the Kramers-Moyal and Kolmogorov-Feller equations, we express the mutual information between the input and the output in series and integral forms, presented by Fisher-type information and mismatched KL divergence. We extend de Bruijn's identity and the I-MMSE relation to encompass general Markov processes.
format Preprint
id arxiv_https___arxiv_org_abs_2501_05708
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Differential Properties of Information in Jump-diffusion Channels
Fan, Luyao
Zou, Jiayang
Gao, Jiayang
Wang, Jia
Information Theory
94A15
We propose a channel modeling using jump-diffusion processes, and study the differential properties of entropy and mutual information. By utilizing the Kramers-Moyal and Kolmogorov-Feller equations, we express the mutual information between the input and the output in series and integral forms, presented by Fisher-type information and mismatched KL divergence. We extend de Bruijn's identity and the I-MMSE relation to encompass general Markov processes.
title Differential Properties of Information in Jump-diffusion Channels
topic Information Theory
94A15
url https://arxiv.org/abs/2501.05708