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AEP For Continuous IID RVs

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Theorem
InfoTheory

Let {Xi}i=1āˆž\{X_{i}\}_{i=1}^{\infty} be a memoryless real-valued source, with common pdf fXf_{X} with support SXāŠ‚RS_{X}\subset \mathbb{R}. Then āˆ’1nlog⁔2fXn(X1,…,Xn)→nā†’āˆžE[āˆ’log⁔2fX(X)]=h(X)- \frac{1}{n}\log_{2}f_{X^{n}}(X_{1},\ldots,X_{n})\stackrel{ n\to\infty}\to E\left[-\log_{2}f_{X}(X)\right]=h(X)in probability.