ADK Entropy and ADK Entropy Rate in Irreducible- Aperiodic Markov Chain and Gaussian Processes

In this paper, the two parameter ADK entropy, as a generalized of Renyi entropy, is considered and some properties of it, are investigated. We will see that the ADK entropy for continuous random variables is invariant under a location and is not invariant under a scale transformation of the random variable. Furthermore, the joint ADK entropy, conditional ADK entropy, and chain rule of this entropy is discussed. The ADK entropy rate is de ned and is used for deriving the entropy rate of stationary Gaussian processes and an irreducible- aperiodic Markov chain.