The entropy of an ergodic finite-alphabet process can be computed from a single typical sample path xn 1 using the entropy of the k-block empirical probability and letting k grow with n roughly like log n. We further assume that the distribution of the process is a g-measure. We prove large deviation principles for conditional, non-conditional and relative k(n)-block empirical entropies
Large deviations for empirical entropies of g measures
GABRIELLI, DAVIDE
2005-01-01
Abstract
The entropy of an ergodic finite-alphabet process can be computed from a single typical sample path xn 1 using the entropy of the k-block empirical probability and letting k grow with n roughly like log n. We further assume that the distribution of the process is a g-measure. We prove large deviation principles for conditional, non-conditional and relative k(n)-block empirical entropiesFile in questo prodotto:
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