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math.PR2023★ 1 cited
On the Ziv-Merhav theorem beyond Markovianity II: leveraging the thermodynamic formalism
Nicholas Barnfield, Raphaël Grondin, Gaia Pozzoli +1
We prove asymptotic results for a modification of the cross-entropy estimator originally introduced by Ziv and Merhav in the Markovian setting in 1993. Our results concern a more g…
math.PR2023★ 3 cited
Large deviations of return times and related entropy estimators on shift spaces
Noé Cuneo, Renaud Raquépas
We prove the large deviation principle for several entropy and cross entropy estimators based on return times and waiting times on shift spaces over finite alphabets. We consider s…