An invariant of finitary codes with finite expected square root coding length

Abstract: Let

p

and

q

be probability vectors with the same entropy

h

. Denote by

B (p)

the Bernoulli shift indexed by

with marginal distribution

p

. Suppose that

p h i

is a measure preserving homomorphism from

B (p)

to

B (q)

. We prove that if the coding length of

p h i

has a finite 1/2 moment, then

s i g m a_{p}^{2} = s i g m a_{q}^{2}

, where

s i g m a_{p}^{2} = s u m_{i} p_{i} (- l o g p_{i} - h)^{2}

is the {dof informational variance} of

p

. In this result, which sharpens a theorem of Parry (1979), the 1/2 moment cannot be replaced by a lower moment. On the other hand, for any

h e t a < 1

, we exhibit probability vectors

p

and

q

that are not permutations of each other, such that there exists a finitary isomorphism

P h i

from

B (p)

to

B (q)

where the coding lengths of

P h i

and of its inverse have a finite

h e t a

moment. We also present an extension to ergodic Markov chains.

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