In this paper, we aim to establish the connection between Age of Information (AoI) in network theory, information uncertainty in information theory, and detection delay in time series analysis. We consider a dynamic system whose state changes at discrete time points, and a state change wont be detected until an update generated after the change point is delivered to the destination for the first time. We introduce an information theoretic metric to measure the information freshness at the destination, and name it as generalized Age of Information (GAoI). We show that under any state-independent online updating policy, if the underlying state of the system evolves according to a stationary Markov chain, the GAoI is proportional to the AoI. Besides, the accumulative GAoI and AoI are proportional to the expected accumulative detection delay of all changes points over a period of time. Thus, any (G)AoI-optimal state-independent updating policy equivalently minimizes the corresponding expected change point detection delay, which validates the fundamental role of (G)AoI in real-time status monitoring. Besides, we also investigate a Bayesian change point detection scenario where the underlying state evolution is not stationary. Although AoI is no longer related to detection delay explicitly, we show that the accumulative GAoI is still an affine function of the expected detection delay, which indicates the versatility of GAoI in capturing information freshness in dynamic systems.
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