Estimation of average differential entropy for a stationary ergodic space-time random field on a bounded area

Abstract

In this paper, we mainly discuss a discrete estimation of the average differential entropy for a continuous time-stationary ergodic space-time random field. By estimating the probability value of a time-stationary random field in a small range, we give an entropy estimation and obtain the average entropy estimation formula in a certain bounded space region. It can be proven that the estimation of the average differential entropy converges to the theoretical value with a probability of 1. In addition, we also conducted numerical experiments for different parameters to verify the convergence result obtained in the theoretical proofs.