On the Ziv-Merhav theorem beyond Markovianity

Abstract

We generalize to a broader class of decoupled measures a result of Ziv and Merhav on universal estimation of the specific cross (or relative) entropy for a pair of multi-level Markov measures. The result covers pairs of suitably regular g-measures and pairs of equilibrium measures arising from the small space of interactions in mathematical statistical mechanics.

References in corpus (4)

• On entropy production of repeated quantum measurements II. Examples
• Recurrence times, waiting times and universal entropy production estimators
• On a waiting-time result of Kontoyiannis: mixing or decoupling?
• Large deviations of return times and related entropy estimators on shift spaces

Cited by in corpus (1)

• Ziv-Merhav estimation for hidden-Markov processes