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 ψ-mixing condition in this result with a lower decoupling condition, we considerably extend the validity of waiting-time estimation of cross entropy.

Cristadoro, G., Esposti, M., Jakšić, V., Raquépas, R. (2023). On a waiting-time result of Kontoyiannis: Mixing or decoupling?. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 166(December 2023) [10.1016/j.spa.2023.09.009].

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

Cristadoro, Giampaolo;
2023

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 ψ-mixing condition in this result with a lower decoupling condition, we considerably extend the validity of waiting-time estimation of cross entropy.
Articolo in rivista - Articolo scientifico
Cross entropy; Decoupled measure; Estimator; One-sided shift; Waiting time;
English
22-set-2023
2023
166
December 2023
104222
reserved
Cristadoro, G., Esposti, M., Jakšić, V., Raquépas, R. (2023). On a waiting-time result of Kontoyiannis: Mixing or decoupling?. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 166(December 2023) [10.1016/j.spa.2023.09.009].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/451438
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