Asymptotically mean stationary measures

DOI10.1214/aop/1176994624zbMath0447.28014OpenAlexW1965812785MaRDI QIDQ1146283

John Cronan Kieffer, Robert M. Gray

Publication date: 1980

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994624

zbMATH Keywords

ergodic theoremShannon-McMillan-Breiman theoremCesaro meanasymptotically mean stationarynonsingular noninvertible measurable transformationRadon-Nikodym theorem for asymptotically dominated measures

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Measure-preserving transformations (28D05) Information theory (general) (94A15) Coding theorems (Shannon theory) (94A24) Abstract differentiation theory, differentiation of set functions (28A15)

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