Equivalence of two notions of continuity for stationary continuous-time information sources
The notion of continuity for continuous-time information sources which was introduced by Pinsker has found numerous applications in information theory. Continuity in probability is an important concept in the theory of continuous-time stochastic processes. It is shown that these two forms of continuity are equivalent for stationary processes whose state space is a separable metric space.
Continuous-time information sources information theory metric space-valued stochastic processes stationary stochastic processes continuity in probability continuity in the sense of Pinsker