A sandwich proof of the Shannon-McMillan-Breiman theorem
From MaRDI portal
Publication:1107656
DOI10.1214/aop/1176991794zbMath0653.28013OpenAlexW2033672007MaRDI QIDQ1107656
Paul H. Algoet, Thomas M. Cover
Publication date: 1988
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176991794
marginal distributionstationary ergodic processreference measureergodic theorem of information theorygeneralization of the Shannon-McMillan-Breiman theoremPolish state spacerelative entropy ratesandwiching
Measure-preserving transformations (28D05) Strong limit theorems (60F15) Measures of information, entropy (94A17)
Related Items
Shannon's theorem for locally compact groups, The Markov approximation of the sequences of \(N\)-valued random variables and a class of small deviation theorems., UNIVERSAL CODING AND PREDICTION ON ERGODIC RANDOM POINTS, Strong deviation theorems for general information sources, Bounds on Data Compression Ratio with a Given Tolerable Error Probability, THE SHANNON–MCMILLAN THEOREM FOR MARKOV CHAINS INDEXED BY A CAYLEY TREE IN RANDOM ENVIRONMENT, Asymptotic reversibility of thermal operations for interacting quantum spin systems via generalized quantum Stein’s lemma, THE STRONG LIMIT THEOREM FOR RELATIVE ENTROPY DENSITY RATES BETWEEN TWO ASYMPTOTICALLY CIRCULAR MARKOV CHAINS, Ergodic theorems for extended real-valued random variables, The generalized entropy ergodic theorem for nonhomogeneous Markov chains, The strong law of large numbers and Shannon-McMillan theorem for Markov chains indexed by an infinite tree with uniformly bounded degree in random environment, Some generalized strong limit theorems for Markov chains in bi-infinite random environments, A class of strong deviation theorems for the random fields associated with bifurcating Markov chains indexed by a binary tree, Strong Law of Large Numbers for Countable Asymptotic Circular Markov Chains, Markov approximation and the generalized entropy ergodic theorem for non-null stationary process, The asymptotic equipartition property of Markov chains in single infinite Markovian environment on countable state space, A general threshold stress hybrid hazard model for lifetime data, Entropy statistic theorem and variational principle for \(t\)-entropy are equivalent, Unnamed Item, From information scaling of natural images to regimes of statistical models, The generalized entropy ergodic theorem for nonhomogeneous bifurcating Markov chains indexed by a binary tree, Strong Shannon–McMillan–Breiman’s theorem for locally compact groups, On a functional of the number of nonoverlapping chains appearing in the polynomial scheme and its connection with entropy, Entropy and compression: a simple proof of an inequality of Khinchin-Ornstein-Shields, On strong deviation theorems concerning array of dependent random sequence, Pressure at infinity and strong positive recurrence in negative curvature, Dynamics of Bayesian updating with dependent data and misspecified models, Strong laws of large numbers for the mth-order asymptotic odd–even Markov chains indexed by an m-rooted Cayley tree, Measures of full dimension on affine-invariant sets, A Class of Strong Deviation Theorems for the Random Fields Associated with Nonhomogeneous Markov Chains Indexed by a Bethe Tree, A confidence-set approach to signal denoising, Kullback-Leibler Approach to CUSUM Quickest Detection Rule for Markovian Time Series, A strong limit theorem for functions of continuous random variables and an extension of the Shannon-McMillan theorem, Asymptotic entropy of random walks on Fuchsian buildings and Kac-Moody groups, On strong limit theorems concerning delayed sums of a random sequence, Shannon entropy: a rigorous notion at the crossroads between probability, information theory, dynamical systems and statistical physics, Cooperation evolution in random multiplicative environments, Some limit properties for the \(m\)th-order nonhomogeneous Markov chains indexed by an m rooted Cayley tree, Concentration of the information in data with log-concave distributions, A local convergence theorem for partial sums of stochastic adapted sequences, Variational principle for weighted topological pressure, Embolic aspects of black hole entropy, Non-parametric change-point estimation using string matching algorithms, Mixture estimation with state-space components and Markov model of switching, Bayesian estimation of dynamic finite mixtures, The strong law of large numbers and the Shannon-McMillan theorem for the mth-order nonhomogeneous Markov chains indexed by an m rooted Cayley tree, Strong law of large numbers for countable nonhomogeneous Markov chains, Optimal data compression algorithm, Universal Data Compression Algorithm Based on Approximate String Matching, A class of small deviation theorems for the random variables associated withmth-order asymptotic circular Markov chains, Some Research on Shannon–McMillan Theorem formth-Order Nonhomogeneous Markov Information Source, Tree-indexed Markov chains in random environment and some of their strong limit properties, Convergence in the Cesàro sense and strong law of large numbers for nonhomogeneous Markov chains, A maximal entropy stochastic process for a timed automaton, A Short Note on Almost Sure Convergence of Bayes Factors in the General Set-Up, Sup-sums principles for \(F\)-divergence and a new definition for \(t\)-entropy