The Data Processing Inequality

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Markovity

A Markov Chain is a random process that describes a sequence of possible events where the probability of each event depends only on the outcome of the previous event. Thus, we say that is a Markov chain in this order, denoted as:

 

 

 

 

(1)

If we can write:

 

 

 

 

(2)

Note that in the above equation, is just a compact way to write .

The Data Processing Inequality

Sufficient Statistics

Fano's Inequality