Source Coding Theorems for Stationary, Continuous-time Stochastic Processes
M.B. Pursley, Robert M. Gray · The Annals of Probability · 1977
New results are presented on the problem of source coding subject to a fidelity criterion for stationary, measurable, continuous-time stochastic processes. The main result is established without an ergodicity requirement and for quite general reproduction alphabets. This is then specialized to ergodic sources to prove a coding theorem for ergodic continuous-time sources. The approach is to obtain coding theorems for continuous-time sources from the coding theorem for nonergodic discrete-time sources.