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On a waiting-time result of Kontoyiannis: Mixing or decoupling?

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  • Cristadoro, Giampaolo
  • Degli Esposti, Mirko
  • Jakšić, Vojkan
  • Raquépas, Renaud

Abstract

We introduce conditions of lower decoupling to the study of waiting-time estimations of the cross entropy between two mutually independent stationary stochastic processes. Although similar decoupling conditions have been used in the literature on large deviations and statistical mechanics, they appear largely unexplored in information theory. Building on a result of Kontoyiannis, namely Theorem 4 in Kontoyiannis (1998), and replacing the ψ-mixing condition in this result with a lower decoupling condition, we considerably extend the validity of waiting-time estimation of cross entropy.

Suggested Citation

  • Cristadoro, Giampaolo & Degli Esposti, Mirko & Jakšić, Vojkan & Raquépas, Renaud, 2023. "On a waiting-time result of Kontoyiannis: Mixing or decoupling?," Stochastic Processes and their Applications, Elsevier, vol. 166(C).
    • Handle: RePEc:eee:spapps:v:166:y:2023:i:c:s0304414923001862
    DOI: 10.1016/j.spa.2023.09.009
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