For the memoryless continuous source {Xi}i=1∞ with pdf fX defined on SX⊂R and differential entropy h(X), the following hold: 1. n→∞limPXn(Aϵ(n))=1, \mboxi.e.PXn(Aϵ(n))>1−ϵ \mboxforn\mboxsufficientlylarge 2. vol(Aϵ(n))≤2n(h(X))+ϵ ∀n 3. vol(Aϵ(n)>(1−ϵ)2n(h(X)−ϵ)) \mboxforn\mboxsufficientlylarge