A sandwich proof of the Shannon-McMillan-Breiman theorem
From MaRDI portal
Publication:1107656
DOI10.1214/aop/1176991794zbMath0653.28013MaRDI 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 distribution; stationary ergodic process; reference measure; ergodic theorem of information theory; generalization of the Shannon-McMillan-Breiman theorem; Polish state space; relative entropy rate; sandwiching
28D05: Measure-preserving transformations
60F15: Strong limit theorems
94A17: Measures of information, entropy
Related Items
Bounds on Data Compression Ratio with a Given Tolerable Error Probability, Kullback-Leibler Approach to CUSUM Quickest Detection Rule for Markovian Time Series, Embolic aspects of black hole entropy, 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, Universal Data Compression Algorithm Based on Approximate String Matching, Shannon entropy: a rigorous notion at the crossroads between probability, information theory, dynamical systems and statistical physics, Mixture estimation with state-space components and Markov model of switching, Bayesian estimation of dynamic finite mixtures, The generalized entropy ergodic theorem for nonhomogeneous Markov chains, Asymptotic entropy of random walks on Fuchsian buildings and Kac-Moody groups, Concentration of the information in data with log-concave distributions, Variational principle for weighted topological pressure, A strong limit theorem for functions of continuous random variables and an extension of the Shannon-McMillan theorem, Cooperation evolution in random multiplicative environments, Some limit properties for the \(m\)th-order nonhomogeneous Markov chains indexed by an m rooted Cayley tree, Strong law of large numbers for countable nonhomogeneous Markov chains, A confidence-set approach to signal denoising, Optimal data compression algorithm, Convergence in the Cesàro sense and strong law of large numbers for nonhomogeneous Markov chains, The Markov approximation of the sequences of \(N\)-valued random variables and a class of small deviation theorems., A general threshold stress hybrid hazard model for lifetime data, Dynamics of Bayesian updating with dependent data and misspecified models, Markov approximation and the generalized entropy ergodic theorem for non-null stationary process, Entropy and compression: a simple proof of an inequality of Khinchin-Ornstein-Shields, On strong limit theorems concerning delayed sums of a random sequence, A maximal entropy stochastic process for a timed automaton, Entropy statistic theorem and variational principle for \(t\)-entropy are equivalent, Non-parametric change-point estimation using string matching algorithms, Ergodic theorems for extended real-valued random variables, 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, A class of small deviation theorems for the random variables associated withmth-order asymptotic circular Markov chains, Strong Law of Large Numbers for Countable Asymptotic Circular Markov Chains, Strong laws of large numbers for the mth-order asymptotic odd–even Markov chains indexed by an m-rooted Cayley tree, Unnamed Item, From information scaling of natural images to regimes of statistical models, A local convergence theorem for partial sums of stochastic adapted sequences, Some Research on Shannon–McMillan Theorem formth-Order Nonhomogeneous Markov Information Source
