DocumentCode
752141
Title
Entropy and recurrence rates for stationary random fields
Author
Ornstein, Donald ; Weiss, Benjamin
Author_Institution
Dept. of Math., Stanford Univ., CA, USA
Volume
48
Issue
6
fYear
2002
fDate
6/1/2002 12:00:00 AM
Firstpage
1694
Lastpage
1697
Abstract
For a stationary random field {x(u): u ∈ Z d }, the recurrence time Rn(x) may be defined as the smallest positive k, such that the pattern {x(u): 0 ⩽ ui < n} is seen again, in a new position in the cube {0 ⩽ |ui | < k}. In analogy with the case of d = 1, where the pioneering work was done by Wyner and Ziv (1989), we prove here that the asymptotic growth of Rn(x) for ergodic fields is given by the entropy of the random field. The nonergodic case is also treated, as well as the recurrence times of central patterns in centered cubes. Both finite and countable state spaces are treated
Keywords
entropy; probability; random processes; stochastic processes; asymptotic growth; centered cubes; central patterns; entropy; ergodic fields; finite-valued stationary stochastic process; recurrence rates; recurrence times; state spaces; stationary random fields; Convergence; Entropy; Information theory; Jacobian matrices; Mathematics; Multidimensional systems; State-space methods; Stochastic processes;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.2002.1003848
Filename
1003848
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