| Autor: |
Barnfield, Nicholas, Grondin, Raphaël, Pozzoli, Gaia, Raquépas, Renaud |
| Rok vydání: |
2023 |
| Předmět: |
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| Druh dokumentu: |
Working Paper |
| Popis: |
We prove asymptotic results for a modification of the cross-entropy estimator originally introduced by Ziv and Merhav in the Markovian setting in 1993. Our results concern a more general class of decoupled measures on shift spaces over a finite alphabet and in particular imply strong asymptotic consistency of the modified estimator for all pairs of functions of stationary, irreducible, finite-state Markov chains satisfying a mild decay condition. Our approach is based on the study of a rescaled cumulant-generating function called the cross-entropic pressure, importing to information theory some techniques from the study of large deviations within the thermodynamic formalism. |
| Databáze: |
arXiv |
| Externí odkaz: |
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