The ergodic decomposition of asymptotically mean stationary random sources
The ergodic decomposition of asymptotically mean stationary random sources.
Technical Report , 21 p.
It is demonstrated how to represent asymptotically mean stationary (AMS) random sources with values in standard spaces as mixtures of ergodic AMS sources. This an extension of the well known decomposition of stationary sources which has facilitated the generalization of prominent source coding theorems to arbitrary, not necessarily ergodic, stationary sources. Asymptotic mean stationarity generalizes the definition of stationarity and covers a much larger variety of real-world examples of random sources of practical interest. It is sketched how to obtain source coding and related theorems for arbitrary, not necessarily ergodic, AMS sources, based on the presented ergodic decomposition.
|Item Type:||Paper (Technical Report)|
|Citations:||No citation data.|
|Uncontrolled Keywords:||Asymptotic mean stationarity ergodic decomposition|
|Divisions:||Institute of Computer Science > Computer Science Department - Prof. Dr. Schrader
Mathematical Institute > Prof. Dr. Faigle
|Depositing User:||Alexander Schönhuth|
|Date Deposited:||14 Apr 2008 00:00|
|Last Modified:||19 Dec 2011 09:44|