The Strong Ergodic Theorem for Densities: Generalized Shannon-McMillan-Breiman Theorem

• 1 November 1985
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Probability
• Vol. 13  (4) , 1292-1303
• https://doi.org/10.1214/aop/1176992813

Abstract

Keywords

• STATIONARY PROCESS
• INFORMATION
• ASYMPTOTIC EQUIPARTITION PROPERTY
• PROBABILITY DENSITY
• RELATIVE ENTROPY
• ENTROPY
• ERGODIC THEOREM