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Almost-sure waiting time results for weak and very weak Bernoulli processes

Published online by Cambridge University Press:  14 October 2010

Katalin Marton
Affiliation:
Mathematics Institute, Hungarian Academy of Sciences, Hungary
Paul C. Shields
Affiliation:
University of Toledo§, Toledo, OH 43606, USA

Abstract

Almost-sure convergence of (l/k) log Wk(x, y) to entropy for weak Bernoulli processes is proved, where Wk (x, y) is the waiting time until an initial segment of length k of a sample path x is seen in an independently chosen sample path y. Analogous almost-sure results are obtained in the approximate match case for very weak Bernoulli processes. The weak Bernoulli proof uses recent results obtained by the authors about the estimation of joint distributions, while the very weak Bernoulli result utilizes a new characterization of such processes in terms of a blowing-up property.

Type
Research Article
Copyright
Copyright © Cambridge University Press 1995

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References

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