Directed information, I(𝑋𝑛→𝑌𝑛), measures the amount of information that flows from the process 𝑋𝑛 to 𝑌𝑛, where 𝑋𝑛 denotes the vector 𝑋1,𝑋2,...,𝑋𝑛 and 𝑌𝑛 denotes 𝑌1,𝑌2,...,𝑌𝑛. The term directed information was coined by James Massey and is defined as: | Directed information, I(𝑋𝑛→𝑌𝑛), measures the amount of information that flows from the process 𝑋𝑛 to 𝑌𝑛, where 𝑋𝑛 denotes the vector 𝑋1,𝑋2,...,𝑋𝑛 and 𝑌𝑛 denotes 𝑌1,𝑌2,...,𝑌𝑛. The term directed information was coined by James Massey and is defined as: |