The ergodic decomposition of stationary discrete random processes
- 1 September 1974
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 20 (5) , 625-636
- https://doi.org/10.1109/tit.1974.1055287
Abstract
The ergodic decomposition is discussed, and a version focusing on the structure of individual sample functions of stationary processes is proved for the special case of discrete-time random processes with discrete alphabets. The result is stronger in this case than the usual theorem, and the proof is both intuitive and simple. Estimation-theoretic and information-theoretic interpretations are developed and applied to prove existence theorems for universal source codes, both noiseless and with a fidelity criterion.Keywords
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