DocumentCode
3009747
Title
Events with exponentially vanishing probability have exponentially growing waiting time
Author
Algoet, Paul
Author_Institution
Information Syst. Lab., Stanford, CA, USA
fYear
1997
fDate
29 Jun-4 Jul 1997
Firstpage
37
Abstract
A stationary ergodic process {Yt} with distribution Q on the sequence space 𝒴Z is examined. The probability mass Q(Yk) decays and the recurrence time ℛ(Yk) grows exponentially with rate ℋ(Q), the entropy rate. Rather than searching back for the first recurrence of the typical sequence Yk, we wait until the first occurrence of a rare event. We prove that for if Q satisfies certain mixing conditions, then there exists a polynomially growing sequence gk
Keywords
channel capacity; entropy; estimation theory; exponential distribution; polynomials; distribution; entropy rate; exponentially growing waiting time; exponentially vanishing probability; mixing conditions; polynomially growing sequence; probability mass; rare event occurrence; recurrence time; sequence space; stationary ergodic process; Distortion measurement; Electrostatic discharge; Entropy; Information systems; Integrated circuit testing; Polynomials; Q measurement; Rate-distortion; Yttrium;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Theory. 1997. Proceedings., 1997 IEEE International Symposium on
Conference_Location
Ulm
Print_ISBN
0-7803-3956-8
Type
conf
DOI
10.1109/ISIT.1997.612952
Filename
612952
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