On obtaining a stationary process isomorphic to a given process with a desired distribution |
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Authors: | John C Kieffer |
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Institution: | (1) Department of Mathematics and Statistics, University of Missouri, 65401 Rolla, MO, USA |
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Abstract: | Let
e
denote the set of distributions of all stationary, ergodic, aperiodic processes with a given finite state space, and let the metric
on
e
be Ornstein's process distance. Suppose is a subset of
e
which is a
in the weak topology and for which
(µ
n
, ) 0 whenever {
n
} is a sequence from
e
converging weakly to a positive entropy measure in . It is shown that ifX is a stationary ergodic aperiodic process with entropy rate less than the entropy of one of the distributions in , thenX is isomorphic to a process whose distribution lies in . As special cases, one obtains the invulnerable source coding theorem of information theory and also the Grillenberger-Krengel theorem on the existence of a generator whose process has a desired marginal distribution.Research of author supported by NSF Grant ECS-78-21335. |
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Keywords: | |
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