Entropy and Prefixes
Shields, Paul C.
Ann. Probab., Tome 20 (1992) no. 4, p. 403-409 / Harvested from Project Euclid
Grassberger suggested an interesting entropy estimator, namely, $\frac{n \log n}{\sum^n_{i=1} L^n_i},$ where $L^n_i$ is the shortest prefix of $x_i, x_{i+1},\ldots$, which is not a prefix of any other $x_j, x_{j+1},\ldots,$ for $j \leq n$. We show that this estimator is not consistent for the general ergodic process, although it is consistent for Markov chains. A weaker trimmed mean type result is proved for the general case, namely, given $\varepsilon > 0$, eventually almost surely all but an $\varepsilon$ fraction of the $L^n_i/\log n$ will be within $\varepsilon$ of $1/H$. A related Hausdorff dimension conjecture is shown to be false.
Publié le : 1992-01-14
Classification:  Hausdorff dimension,  entropy,  28D20,  60F15
@article{1176989934,
     author = {Shields, Paul C.},
     title = {Entropy and Prefixes},
     journal = {Ann. Probab.},
     volume = {20},
     number = {4},
     year = {1992},
     pages = { 403-409},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176989934}
}
Shields, Paul C. Entropy and Prefixes. Ann. Probab., Tome 20 (1992) no. 4, pp.  403-409. http://gdmltest.u-ga.fr/item/1176989934/