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 ∈ Zd }, 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
Link To Document :
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