The strong ergodic theorem for densities: Generalized Shannon-McMillan- Breiman theorem

DOI10.1214/aop/1176992813zbMath0608.94001OpenAlexW2056339533MaRDI QIDQ1086542

Publication date: 1985

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992813

zbMATH Keywords

martingale inequality asymptotic equipartition property stationary ergodic process logarithms of densities Moy-Perez theorem nondiscrete processes relative entropy densities

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stationary stochastic processes (60G10) Measure-preserving transformations (28D05) Strong limit theorems (60F15) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10)

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