 
   Compressibility Measures for Affinely Singular Random Vectors 
IEEE Transactions on Information Theory
  In this paper, we define a set of singular distributions that naturally arise in autoregressive processes. Then, we obtain R'enyi information dimension for processes with such probability distributions. We further, find an extension to differential entropy for such class of probability measures. Then, we find information-theoretic and compressed sensing reconstruction errors for compression of samples of such processes.