The ergodic decomposition of asymptotically mean stationary random sources

Schönhuth, Alexander (2008) The ergodic decomposition of asymptotically mean stationary random sources.
Technical Report , 21 p.
Submitted

Abstract

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.


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Deposit Information:
ZAIK Number: zaik2008-567
Depositing User: Alexander Schönhuth
Date Deposited: 14 Apr 2008 00:00
Last Modified: 19 Dec 2011 09:44
URI: http://e-archive.informatik.uni-koeln.de/id/eprint/567