Continuous-time directed information and its role in communication Conference Paper uri icon


  • The notion of directed information was recently introduced for stochastic processes in continuous time. The key idea of the definition is to consider all possible time partitions of a given interval. Unlike the definition of mutual information of discrete-time random variables with continuous alphabets where the supremum over all possible partitions of the alphabets plays an important role, here the infimum over all possible time-partition plays an important role. We show that the fundamental limit on reliable communication for a wide class of continuous-time channels with feedback are characterized using the notion of continuous- time directed information.

publication date

  • January 1, 2011