• 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