Title :
Large deviation property of waiting times for Markov and mixing processes
Author :
Sharan, Vatsal ; Bansal, Rakesh K.
Author_Institution :
Indian Inst. of Technol. Kanpur, Kanpur, India
fDate :
June 29 2014-July 4 2014
Abstract :
In this work, we study the asymptotic properties of the waiting time until the opening string in the realization of a process first appears in an independent realization of the same or a different process. We first establish that the normalized waiting time between two independent realizations of a single source obeys the large deviation property for a class of mixing processes. Using the method of Markov types, we extend the result to when both the sequences are realizations of two distinct irreducible and aperiodic Markov sources.
Keywords :
Markov processes; mixture models; Markov process; aperiodic Markov sources; asymptotic properties; distinct irreducible sources; independent realizations; large deviation property; mixing process; normalized waiting time; single source; Electronic mail; Entropy; Information theory; Manganese; Markov processes; Q measurement; Time measurement; Large deviation property; Markov processes; Markov types; mixing processes; waiting times;
Conference_Titel :
Information Theory (ISIT), 2014 IEEE International Symposium on
Conference_Location :
Honolulu, HI
DOI :
10.1109/ISIT.2014.6875002