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On obtaining a stationary process isomorphic to a given process with a desired distribution
Authors:John C Kieffer
Institution:(1) Department of Mathematics and Statistics, University of Missouri, 65401 Rolla, MO, USA
Abstract:Let e denote the set of distributions of all stationary, ergodic, aperiodic processes with a given finite state space, and let the metric 
$$\bar d$$
on e be Ornstein's process distance. Suppose phmmat is a subset of e which is a delta in the weak topology and for which 
$$\bar d$$
n ,phmmat)rarr0 whenever {mgr n } is a sequence from e converging weakly to a positive entropy measure in phmmat. It is shown that ifX is a stationary ergodic aperiodic process with entropy rate less than the entropy of one of the distributions in phmmat, thenX is isomorphic to a process whose distribution lies in phmmat. 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.
Keywords:
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