On a waiting-time result of Kontoyiannis: mixing or decoupling?

DOI10.1016/J.SPA.2023.09.009arXiv2209.09717OpenAlexW4386945947MaRDI QIDQ6144440FDOQ6144440

Authors: Giampaolo Cristadoro, Mirko Degli Esposti, V. Jakšić, Renaud Raquépas 

Publication date: 29 January 2024

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: We introduce conditions of lower decoupling to the study of waiting-time estimations of the cross entropy between two mutually independent stationary stochastic processes. Although similar decoupling conditions have been used in the literature on large deviations and statistical mechanics, they appear largely unexplored in information theory. Building on a result of Kontoyiannis, namely Theorem 4 in [Kontoyiannis, J. Theor. Probab., 1998], and replacing the $psi$-mixing condition in this result with a lower decoupling condition, we considerably extend the validity of waiting-time estimation of cross entropy.

Full work available at URL: https://arxiv.org/abs/2209.09717

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zbMATH Keywords

cross entropywaiting timeestimatorone-sided shiftdecoupled measure

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Ergodic theorems, spectral theory, Markov operators (37A30) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Symbolic dynamics (37B10) Notions of recurrence and recurrent behavior in topological dynamical systems (37B20) Random iteration (37H12)

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