Explicit codes for some infinite entropy Bernoulli shifts (Q1184095)

It was shown by \textit{D. Ornstein} [Advances Math. 5(1970), 339-348 (1971; Zbl 0227.28014)] that any two \(N\)-valued stochastic processes \((x_ n)\), \(n\in Z\), with i.i.d. random variables having distributions \((p_ k)\) with infinite entropy are isomorphic. If \((x_ n)\) is as above, the isomorphism is given by a function commuting with the shift \(f:N^ Z\to[0,1]^ Z\), whose coordinates \((f_ n)\), \(n\in Z\), satisfy (I) \(f_ 0\) is uniformly distributed on \([0,1]\); (II) the \(f_ n\), \(n\in Z\), are independent; (III) the map \((x_ n)\to(f_ n)\) is almost surely one-to-one. The authors give an explicit description of such an \(f_ 0\) for some family of distributions \((p_ k)\), the interest being in the existence of some explicit coding between continuous i.i.d. random variables and discrete ones.