Entropy estimate by a randomness criterion

2016 ◽  
Vol 37 (3) ◽  
pp. 802-823
Author(s):  
TETURO KAMAE

We propose a new criterion for randomness of a word $x_{1}x_{2}\cdots x_{n}\in \mathbb{A}^{n}$ over a finite alphabet $\mathbb{A}$ defined by $$\begin{eqnarray}\unicode[STIX]{x1D6EF}^{n}(x_{1}x_{2}\cdots x_{n})=\mathop{\sum }_{\unicode[STIX]{x1D709}\in \mathbb{A}^{+}}\unicode[STIX]{x1D713}(|x_{1}x_{2}\cdots x_{n}|_{\unicode[STIX]{x1D709}}),\end{eqnarray}$$ where $\mathbb{A}^{+}=\bigcup _{k=1}^{\infty }\mathbb{A}^{k}$ is the set of non-empty finite words over $\mathbb{A}$, for $\unicode[STIX]{x1D709}\in \mathbb{A}^{k}$, $$\begin{eqnarray}|x_{1}x_{2}\cdots x_{n}|_{\unicode[STIX]{x1D709}}=\#\{i;~1\leq i\leq n-k+1,~x_{i}x_{i+1}\cdots x_{i+k-1}=\unicode[STIX]{x1D709}\},\end{eqnarray}$$ and for $t\geq 0$, $\unicode[STIX]{x1D713}(0)=0$ and $\unicode[STIX]{x1D713}(t)=t\log t~(t>0)$. This value represents how random the word $x_{1}x_{2}\cdots x_{n}$ is from the viewpoint of the block frequency. In fact, we define a randomness criterion as $$\begin{eqnarray}Q(x_{1}x_{2}\cdots x_{n})=(1/2)(n\log n)^{2}/\unicode[STIX]{x1D6EF}^{n}(x_{1}x_{2}\cdots x_{n}).\end{eqnarray}$$ Then, $$\begin{eqnarray}\lim _{n\rightarrow \infty }(1/n)Q(X_{1}X_{2}\cdots X_{n})=h(X)\end{eqnarray}$$ holds with probability 1 if $X_{1}X_{2}\cdots \,$ is an ergodic, stationary process over $\mathbb{A}$ either with a finite energy or $h(X)=0$, where $h(X)$ is the entropy of the process. Another criterion for randomness using $t^{2}$ instead of $t\log t$ has already been proposed in Kamae and Xue [An easy criterion for randomness. Sankhya A77(1) (2015), 126–152]. In comparison, our new criterion provides a better fit with the entropy. We also claim that our criterion not only represents the entropy asymptotically but also gives a good representation of the randomness of fixed finite words.

1968 ◽  
Vol 20 ◽  
pp. 1203-1206 ◽  
Author(s):  
K. Nagabhushanam ◽  
C. S. K. Bhagavan

In 1964, L. J. Herbst (3) introduced the generalized spectral density Function1for a non-stationary process {X(t)} denned by1where {η(t)} is a real Gaussian stationary process of discrete parameter and independent variates, the (a;)'s and (σj)'s being constants, the latter, which are ordered in time, having their moduli less than a positive number M.


1976 ◽  
Vol 8 (4) ◽  
pp. 831-846 ◽  
Author(s):  
D. Tj⊘stheim

A new method for obtaining spectral-like representations for a large class of non-stationary random processes is formulated. For a wide sense stationary process X(t) in continuous-time the spectral representation is generated by a self-adjoint operator H such that X(t)= eiHt X(0). Extending certain recently established operator identities for wide sense stationary processes, it is shown that similar operators exist for classes of non-stationary processes. The representation generated by such an operator has the form and it shares some of the properties of the wide sense stationary spectral representation: it is dual in a precisely defined sense to the time domain representation of X(t). There exists a class L of linear transformations of X(t) such that for G ∈ L for some function g determined by G.


1967 ◽  
Vol 4 (03) ◽  
pp. 508-528 ◽  
Author(s):  
Richard A. Olshen

Suppose x 1,…, xN are indefinitely many observations on a stochastic process which is weakly stationary with spectral density f(λ), – π ≦ λ ≦ π. An asymptotically unbiased, and to that extent plausible, estimate of 4rf(λ)is the periodogram Yet the periodograms of processes which possess spectral densities are notoriously subject to erratic behavior.


Author(s):  
Ruoya Ho ◽  
Lijie Zhao ◽  
Yun-Yu Wang ◽  
Zhifeng Shao ◽  
Andrew P. Somlyo

An estimate of specimen mass-thickness is an essential requirement for evaluate with EELS the absolute elemental concentration in biological specimens. The conventional method used for measuring specimen thickness by EELS is: where t is the specimen thickness, λi is the total inelastic mean free path, It is the total count in an EELS spectrum and I0 is the count in the zero loss peak. This equation is rigorously correct, only if the electrons are collected over all scattering angles and the spectrum covers all energy losses. But in most experiments with a finite energy loss region, because of the limited collection semi-angle, we can only collect a fraction of scattered electrons. Omitting the high loss electrons will result in a cut-off error that is usually less than 5%, if we use an energy window from 0 eV to 150 eV or above. But the effect of the limited semi-angle is more serious. Fig. 1 shows the ln(It/I0) measured on the same specimen in both TEM and STEM mode at 80 keV with a magnetic sector spectrometer equipped with a parallel detector on Philips 400 FEG.


1977 ◽  
Vol 42 (4) ◽  
pp. 515-522 ◽  
Author(s):  
Petr Hájek

In this paper we are going to consider experimental logics introduced by Jeroslow [4] as models of human reasoning proceeding by trial and error, i.e. admitting changes of axioms in time (some axioms are deleted, some new ones accepted). Jeroslow's notion is based on the idea that events which may cause changes in axioms and rules of reasoning are mechanical. Suppose a finite alphabet Γ to be fixed and let Γ* be the set of words in the alphabet Γ. N denotes the set of natural numbers.0.1. Definition. An experimental logic is a recursive relation H ⊆ N × Γ*; H(t, φ) is read “the expression is accepted at the point of time t”. φ is recurring w.r.t. H (notation: RecH(φ)) if H(t, φ) holds for infinitely many t; is stable w.r.t. H (notation: StblH(φ)) if H(t,φ) holds for all but finitely many t. In symbols:H is convergent if every recurring expression is stable.0.2. We have the following facts: Let X ∈ Γ*. (1) X ∈ iff there is an experimental logic H such that X = {φ; RecH(φ)}- (2) X ∈ iff there is an experimental logic H such that X = {φ; StblH(φ)}. (3) X ∈ iff there is a convergent experimental logic H such that X is the set of all expressions recurring ( = stable) w.r.t. H. (See [4], [3], [7]; cf. also [5].)


1976 ◽  
Vol 8 (04) ◽  
pp. 831-846 ◽  
Author(s):  
D. Tj⊘stheim

A new method for obtaining spectral-like representations for a large class of non-stationary random processes is formulated. For a wide sense stationary process X(t) in continuous-time the spectral representation is generated by a self-adjoint operator H such that X(t)= eiHt X(0). Extending certain recently established operator identities for wide sense stationary processes, it is shown that similar operators exist for classes of non-stationary processes. The representation generated by such an operator has the form and it shares some of the properties of the wide sense stationary spectral representation: it is dual in a precisely defined sense to the time domain representation of X(t). There exists a class L of linear transformations of X(t) such that for G ∈ L for some function g determined by G.


1992 ◽  
Vol 44 (5) ◽  
pp. 1014-1029 ◽  
Author(s):  
Ezzat S. Noussair ◽  
Charles A. Swanson ◽  
Yang Jianfu

Existence theorems and asymptotic properties will be obtained for boundary value problems of the form in an unbounded domain Ω⊆ RN(N ≥3) with smooth boundary, where Δ denotes the TV-dimensional Laplacian, τ — (N+ 2)/ (N — 2) is the critical Sobolev exponent, and is the completion of in the L2(Ω) norm of .


1967 ◽  
Vol 4 (3) ◽  
pp. 508-528 ◽  
Author(s):  
Richard A. Olshen

Suppose x1,…, xN are indefinitely many observations on a stochastic process which is weakly stationary with spectral density f(λ), – π ≦ λ ≦ π. An asymptotically unbiased, and to that extent plausible, estimate of 4rf(λ)is the periodogram Yet the periodograms of processes which possess spectral densities are notoriously subject to erratic behavior.


Author(s):  
Lao Sen Yu

SynopsisAsymptotic behaviour of solutions of polyharmonic equationson exterior domains in Rn is considered under suitable conditions on f. It is shown that finite energysolutions u have the asymptotic propertyThis partially extends results of Egnell [6] for m = 1.


Author(s):  
Carolyn Nohr ◽  
Ann Ayres

Texts on electron diffraction recommend that the camera constant of the electron microscope be determine d by calibration with a standard crystalline specimen, using the equation


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