×

Almost-sure waiting time results for weak and very weak Bernoulli processes. (English) Zbl 0830.60023

Summary: Almost-sure convergence of \((1/k) \log W_k(x,y)\) to entropy for weak Bernoulli processes is proved, where \(W_k (x,y)\) 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 [Ann. Probab. 22, No. 2, 960- 977 (1994; Zbl 0806.28014)], while the very weak Bernoulli result utilizes a new characterization of such processes in terms of a blowing- up property.

MSC:

60F15 Strong limit theorems
60G05 Foundations of stochastic processes
62F10 Point estimation

Citations:

Zbl 0806.28014
Full Text: DOI

References:

[1] DOI: 10.1109/18.149506 · Zbl 0775.94079 · doi:10.1109/18.149506
[2] DOI: 10.1007/BF02773685 · Zbl 0797.60044 · doi:10.1007/BF02773685
[3] DOI: 10.1214/aop/1176988736 · Zbl 0806.28014 · doi:10.1214/aop/1176988736
[4] DOI: 10.1007/BFb0080178 · doi:10.1007/BFb0080178
[5] Ornstein, Ergodic Theory, Randomness, and Dynamical Systems (1974)
[6] DOI: 10.1007/BF01066715 · Zbl 0776.60082 · doi:10.1007/BF01066715
[7] Pollard, Convergence of Stochastic Processes (1984) · Zbl 0544.60045 · doi:10.1007/978-1-4612-5254-2
[8] DOI: 10.1214/aop/1176990729 · Zbl 0709.60036 · doi:10.1214/aop/1176990729
[9] DOI: 10.1109/18.45281 · Zbl 0695.94003 · doi:10.1109/18.45281
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.