Concentration bounds for entropy estimation of one-dimensional Gibbs measures

被引：6
|
作者：
Chazottes, J-R [1 ]
Maldonado, C. [1 ]
机构：
[1] Ecole Polytech, CNRS, CPhT, F-91128 Palaiseau, France
来源：
NONLINEARITY | 2011年 / 24卷 / 08期
关键词：
TIMES;
D O I：
10.1088/0951-7715/24/8/011
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We obtain bounds on fluctuations of two entropy estimators for a class of one-dimensional Gibbs measures on the full shift. They are the consequence of a general exponential inequality for Lipschitz functions of n variables. The first estimator is based on empirical frequencies of blocks scaling logarithmically with the sample length. The second one is based on the first appearance of blocks within typical samples.
引用
收藏
页码：2371 / 2381
页数：11
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