Figure 1.

Information diagram illustrating the anatomy of the information H[X₀] in a process' single observation X₀ in the context of its past X_:0 and its future X_1:. Although the past entropy H[X_:0] and the future entropy H[X_1:] typically are infinite, space precludes depicting them as such. They do scale in a controlled way, however: H[X _{− ℓ:0}] ∝ h_μℓ and H[X_1:ℓ] ∝ h_μℓ. The two atoms labeled b_μ are the same, since we consider only stationary processes. (After James et al., 2011, with permission.)