Large deviations for empirical entropies of g-measures

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Abstract

The entropy of an ergodic finite-alphabet process can be computed from a single typical sample path using the entropy of the k-block empirical probability and letting k grow with n roughly like log n. We further assume that the distribution of the process is a g-measure. We prove large deviation principles for conditional, non-conditional and relative k(n)-block empirical entropies.

Original languageEnglish
Pages (from-to)2545-2563
Number of pages19
JournalNonlinearity
Volume18
Issue number6
DOIs
Publication statusPublished - 1 Nov 2005

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