Relative entropy densities and a class of limit theorems of the sequence of m-valued random variables (Q923481)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 4169754
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Relative entropy densities and a class of limit theorems of the sequence of m-valued random variables |
scientific article; zbMATH DE number 4169754 |
Statements
Relative entropy densities and a class of limit theorems of the sequence of m-valued random variables (English)
0 references
1990
0 references
Let \(\{X_ n\), \(n\geq 1\}\) be a sequence of random variables taking values in \(S=\{1,2,...,m\}\) with the joint distribution \(P(X_ 1=x_ 1,...,X_ n=x_ n)=p(x_ 1,...,x_ n)>0.\) Let \(\phi_ n=n^{-1}\log p(X_ 1,...,X_ n)\) be the relative entropy density of \(\{X_ k\), \(1\leq k\leq n\}\). The relation between the relative entropy and a class of limit theorems is studied.
0 references
entropy density
0 references
limit theorems
0 references
0.9234191179275512
0 references
0.7985779047012329
0 references
