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任意信源与马氏信源比较及小偏差定理
The Comparison between Arbitrary Information Sources and Nonhomogeneous Markov Information Sources and the Small Deviations Theorems
【摘要】 设{X_n,n≥0}是在S={1,2,…N}中取值的可测函数列,P、Q是测度空间上的两个概率测度,其中Q关于{X_n,n≥0}是马氏测度.本文引进了P关于Q的样本散度率距离的概念,并利用这个概念得到了任意信源二元函数一类平均值的小偏差定理,作为推论得到了任意信源熵密度的小偏差定理.最后我们将Shannon-McMillan定理推广到非齐次马氏信源情形.
【Abstract】 Let {Xn, n≥0} be a sequence of measurable functions taking their values in the alphabet S = {1,2,…, N}. Let P,Q be two probability measures on the measurable space, such that {Xn,n ≥ 0} is Markovian under Q, Let h(P \ Q) = limsupn-1 log[P(X0,…, Xn)/Q(X0,…, Xn)} be the sample divergence-rate distancen→∞of P relative to Q. In this paper, a class of small deviations theorems for the averages of the functions of two variables of an arbitrary information sources are discussed by using the concept h(P \ Q), and, as a corollary, a small deviations theorem for the entropy densities of arbitrary information sources is obtained. Finally, an extension of Shannon-McMillan Theorem on the case of nonhomogeneous Markov information sources is given.
【Key words】 Small-deviations theorem; Entropy; Entropy density; Sample divergence-rate distance; Shannon-McMillan theorem;
- 【文献出处】 数学学报 ,Acta Mathematica Sinica , 编辑部邮箱 ,1997年01期
- 【分类号】O236;O211.4
- 【被引频次】48
- 【下载频次】98