Entropy and recurrence rates for stationary random fields

被引:16
作者
Ornstein, D [1 ]
Weiss, B
机构
[1] Stanford Univ, Dept Math, Stanford, CA 94305 USA
[2] Hebrew Univ Jerusalem, Inst Math, IL-91904 Jerusalem, Israel
关键词
countable alphabet; entropy; random fields; recurrence times; Shannon-McMillan-Breiman (SMB) theorem;
D O I
10.1109/TIT.2002.1003848
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
For a stationary random field {x(u): u is an element of Z(d)}, the recurrence time R-n(x) may be defined as the smallest positive k, such that the pattern {x(u): 0 less than or equal to u(i) < n} is seen again, in a new position in the cube {0 less than or equal to \u(i)\ < k}. In analogy with the case of d = 1, where the pioneering work was done by Wyner and Zlv, we prove here that the asymptotic growth of R-n(x) for ergodic fields is given by the entropy of the random field. The nonergodic case is also treated, as well as the recurrence times of central patterns in centered cubes. Both finite and countable state spaces are treated.
引用
收藏
页码:1694 / 1697
页数:4
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