Tail Redundancy and Its Characterization of Compression of Memoryless Sources

We formalize the tail redundancy of a collection P of distributions over a countably infinite alphabet, and show that this fundamental quantity characterizes the asymptotic per-symbol minimax redundancy of universally compressing sequences generated i.i.d. from P. Contrary to the worst case formulations of universal compression, finite single letter minimax (average case) redundancy of P does not automatically imply that the expected minimax redundancy of describing length-n strings sampled i.i.d. from P grows sublinearly with n. Instead, we prove that universal compression of length-n i.i.d. sequences from P is characterized by how well the tails of distributions in P can be universally described, showing that the asymptotic per-symbol redundancy of i.i.d. strings is equal to the tail redundancy.