Markov types and minimax redundancy for Markov sources

Redundancy of universal codes for a class of sources determines by how much the actual code length exceeds the optimal code length. In the minimax scenario, one designs the best code for the worst source within the class. Such minimax redundancy comes in two flavors: average minimax or worst case minimax. We study the worst case minimax redundancy of universal block codes for Markovian sources of any order. We prove that the maximal minimax redundancy for Markov sources of order r is asymptotically equal to 1/2m^r(m-1)log₂n+log₂A_m^r-(lnlnm¹(m-1)/)/lnm+o(1), where n is the length of a source sequence, m is the size of the alphabet, and A_m^r is an explicit constant (e.g., we find that for a binary alphabet m=2 and Markov of order r=1 the constant A₂¹=16·G≈14.655449504 where G is the Catalan number). Unlike previous attempts, we view the redundancy problem as an asymptotic evaluation of certain sums over a set of matrices representing Markov types. The enumeration of Markov types is accomplished by reducing it to counting Eulerian paths in a multigraph. In particular, we propose exact and asymptotic formulas for the number of strings of a given Markov type. All of these findings are obtained by analytic and combinatorial tools of analysis of algorithms.