Martingales and information divergence

IEEE International Symposium on Information Theory - Proceedings

Volumn 2005, Issue , 2005, Pages 164-168

  Harremoës, Peter ^a  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

Convergence; Individual Ergodic Theorem; Information divergence; Martingale; Maximal inequality

Indexed keywords

INDIVIDUAL ERGODIC THEOREM; INFORMATION DIVERGENCE; MARTINGALE; MAXIMAL INEQUALITY;

CONVERGENCE OF NUMERICAL METHODS; MARKOV PROCESSES; THEOREM PROVING;

INFORMATION THEORY;

EID: 33749453256     PISSN: 21578099     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ISIT.2005.1523315     Document Type: Conference Paper

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