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Large Deviation Theorems for Gaussian Processes and Their Applications in Information Theory

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Recent Developments in Infinite-Dimensional Analysis and Quantum Probability
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Abstract

We discuss on the large deviation theorems for stationary Gaussian processes and their applications in information theory. The topics investigated here include error probability of string matching, error probabilities for random codings, and a conditional limit theorem which justifies the maximum entropy principle.

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References

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Luigi Accardi Hui-Hsiung Kuo Nobuaki Obata Kimiaki Saito Si Si Ludwig Streit

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© 2001 Springer Science+Business Media Dordrecht

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Ihara, S. (2001). Large Deviation Theorems for Gaussian Processes and Their Applications in Information Theory. In: Accardi, L., Kuo, HH., Obata, N., Saito, K., Si, S., Streit, L. (eds) Recent Developments in Infinite-Dimensional Analysis and Quantum Probability. Springer, Dordrecht. https://doi.org/10.1007/978-94-010-0842-6_11

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  • DOI: https://doi.org/10.1007/978-94-010-0842-6_11

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  • Print ISBN: 978-94-010-3842-3

  • Online ISBN: 978-94-010-0842-6

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