An Ergodic Process of Zero Divergence-Distance from the Class of All Stationary Processes |
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Authors: | Shaogang Xu |
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Affiliation: | (1) Department of Mathematics, University of Toledo, Toledo, Ohio o, 43606 |
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Abstract: | An ergodic process Q is constructed such that the divergence-rate D(P Q) is zero for all stationary processes P. The process Q is constructed using the cutting and stacking method. |
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Keywords: | Ergodic process stationary process |
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