Entropy and Information Theory - Stanford EE

the almost everywhere convergence of sample entropy for discrete alphabet pro-cesses and a variation on the sandwich approach of Algoet and Cover [7] is used to prove the convergence of relative entropy densities for general standard al-phabet processes. Both results are proved for asymptotically mean stationary processes which need not be ergodic.

  Information, Theory, Alphabet, Information theory, Al phabet, Phabet