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International Symposium on Information Theory and Its Applications Honolulu, Hawaii, U.S.A., November 5{8, 2000
 

Summary: International Symposium on Information Theory and Its Applications
Honolulu, Hawaii, U.S.A., November 5{8, 2000
On the Renyi Divergence Rate
for Finite Alphabet Markov Sources
Ziad Rached, Fady Alajaji and L. L. Campbell
Dept. of Mathematics & Statistics
Queen's University
Kingston, ON K7L 3N6, Canada
Email: rachedz@mast.queensu.ca
Abstract
In this work, we examine the existence and
the computation of the Renyi divergence rate,
lim n!1 1
n D (p (n) kq (n) ), 0 < < 1 between two time-
invariant nite-alphabet Markov sources of arbitrary
order and arbitrary initial distributions described un-
der the probability distributions p (n) and q (n) , respec-
tively. This yields a generalization of the result of
Nemetz where he assumed that the initial probabili-
ties under p (n) and q (n) are strictly positive. The main

  

Source: Alajaji, Fady - Department of Mathematics and Statistics, Queen's University (Kingston)
Linder, Tamás - Department of Mathematics and Statistics, Queen's University (Kingston)

 

Collections: Engineering