On mutual information, likelihood-ratios and estimation error for the additive Gaussian channel

This paper considers the model of an arbitrary distributed signal x observed through an added independent white Gaussian noise w, y=x+w. New relations between the minimal mean square error of the non-causal estimator and the likelihood ratio between y and \omega are derived. This is followed by an extended version of a recently derived relation between the mutual information I(x;y) and the minimal mean square error. These results are applied to derive infinite dimensional versions of the Fisher information and the de Bruijn identity. The derivation of the results is based on the Malliavin calculus.Comment: 21 pages, to appear in the IEEE Transactions on Information Theor

Band-limited functions and the sampling theorem

The definition of band-limited functions (and random processes) is extended to include functions and processes which do not possess a Fourier integral representation. This definition allows a unified approach to band-limited functions and band-limited (but not necessarily stationary) processes. The sampling theorem for functions and processes which are band-limited under the extended definition is derived

The Distribution Route from Ancestors to Descendants

We study the distribution of descendants of a known personality, or of anybody else, as it propagates along generations from father or mother through any of their children. We ask for the ratio of the descendants to the total population and construct a model for the route of Distribution from Ancestors to Descendants (DAD). The population ratio $r_n$ is found to be given by the recursive equation $r_{n+1} \approx (2-r_n) r_n ,$ that provides the transition from the $n-$th to the $(n+1)$th generation. $r_0 =1/N_0$ and $N_0$ is the total relevant population at the first generation. The number of generations it takes to make half the population descendants is $\log N_0/\log 2$ and additional $\sim 4$ generations make everyone a descendent (=the full descendant spreading time). These results are independent of the population growth factor even if it changes along generations. As a running example we consider the offspring of King David. Assuming a population between $N_0 = 10^6$ and $5 \cdot 10^6$ of Israelites at King David's time ($\sim 1000$ BC), it took 24 to 26 generations (about 600-650 years, when taking 25 years for a generation) to make every Israelite a King David descendent. The conclusion is that practically every Israelite living today (and in fact already at 350-400 BC), and probably also many others beyond them, are descendants of King David. We note that this work doesn't deal with any genetical aspect. We also didn't take into account here any geo-social-demographic factor. Nevertheless, along tens of generations, about 120 from King David's time till today, the DAD route is likely to govern the distribution in communities that are not very isolated.Comment: 16 pages, 2 figures. appears in BDD (Bar-Ilan University Press) 23_71 201