• 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