Title :
On large deviation property of recurrence times
Author :
Jain, Sonal ; Bansal, Rakesh K.
Author_Institution :
Dept. of Electr. Eng., Indian Inst. of Technol. Kanpur, Kanpur, India
Abstract :
We extend the study by Ornstein and Weiss on the asymptotic behavior of the normalized version of recurrence times and establish the large deviation property for a certain class of mixing processes. Further, an estimator for entropy based on recurrence times is proposed for which large deviation behavior is proved for stationary and ergodic sources satisfying similar mixing conditions.
Keywords :
information theory; statistical mechanics; asymptotic behavior; ergodic sources; large deviation property; mixing processes; recurrence times; stationary sources; Convergence; Electrical engineering; Electronic mail; Entropy; Information theory; Markov processes; Random variables;
Conference_Titel :
Information Theory Proceedings (ISIT), 2013 IEEE International Symposium on
Conference_Location :
Istanbul
DOI :
10.1109/ISIT.2013.6620752
