Empirical processes, typical sequences and coordinated actions in standard Borel spaces

Details Empirical processes, typical sequences and coordinated actions in standard Borel spaces Empirical processes, typical sequences and coordinated actions in standard Borel spaces

2010-09-01

arxiv.org/abs/1009.0282v1

Computer Science

Information Theory

14 pages, 3 pdf figures; submitted to IEEE Transactions on Information Theory

Scientific paper

This paper proposes a new notion of typical sequences on a wide class of abstract alphabets (so-called standard Borel spaces), which is based on approximations of memoryless sources by empirical distributions uniformly over a class of measurable "test functions." In the finite-alphabet case, we can take all uniformly bounded functions and recover the usual notion of strong typicality (or typicality under the total variation distance). For a general alphabet, however, this function class turns out to be too large, and must be restricted. With this in mind, we define typicality with respect to any Glivenko-Cantelli function class (i.e., a function class that admits a Uniform Law of Large Numbers) and demonstrate its power by giving simple derivations of the fundamental limits on the achievable rates in several source coding scenarios, in which the relevant operational criteria pertain to reproducing empirical averages of a general-alphabet stationary memoryless source with respect to a suitable function class.

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