Explicit codes for some infinite entropy Bernoulli shifts
From MaRDI portal
Publication:1184095
DOI10.1214/aop/1176989933zbMath0751.28007OpenAlexW2079181683MaRDI QIDQ1184095
Steven Arthur Kalikow, Benjamin Weiss
Publication date: 28 June 1992
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176989933
stochastic processesBernoulli shiftcodingindependent identically distributed random variablesinfinite entropy
Stationary stochastic processes (60G10) Measure-preserving transformations (28D05) One-parameter continuous families of measure-preserving transformations (28D10)
Related Items (7)
Finitary isomorphisms of renewal point processes and continuous-time regenerative processes ⋮ Isomorphisms between determinantal point processes with translation-invariant kernels and Poisson point processes ⋮ The orbital equivalence of Bernoulli actions and their Sinai factors ⋮ Finitary isomorphisms of Poisson point processes ⋮ Finitary isomorphisms of some infinite entropy Bernoulli flows ⋮ Finitary isomorphisms of Brownian motions ⋮ Universal finitary codes with exponential tails
This page was built for publication: Explicit codes for some infinite entropy Bernoulli shifts
