For a DMS { X i } i = 1 ∞ \{X_i\}_{i=1}^\infty { X i } i = 1 ∞ with pmf p X p_X p X and alphabet X \mathcal{X} X , − 1 n log 2 ( p X n ( X n ) ) → n → ∞ H ( X ) \mbox i n p r o b a b i l i t y -\frac{1}{n}\log_2(p_{X^n}(X^n))\xrightarrow{n\to\infty}H(X)\mbox{ in probability} − n 1 log 2 ( p X n ( X n )) n → ∞ H ( X ) \mbox in p ro babi l i t y for the average information of X i , n ≥ 1 X_i,n\ge1 X i , n ≥ 1 converges in probability to the entropy of X X X . For a stationary ergodic source { X i } i = 1 ∞ \{X_i\}_{i=1}^\infty { X i } i = 1 ∞ we have − 1 n log 2 ( p X n ( X n ) ) → n → ∞ H ( X ) \mbox i n p r o b a b i l i t y -\frac{1}{n}\log_2(p_{X^n}(X^n))\xrightarrow{n\to\infty}H(\mathcal{X})\mbox{ in probability} − n 1 log 2 ( p X n ( X n )) n → ∞ H ( X ) \mbox in p ro babi l i t y
For a DMS { X i } i = 1 ∞ \{X_i\}_{i=1}^\infty { X i } i = 1 ∞ with pmf p X p_X p X on X \mathcal{X} X and entropy H ( X ) H(X) H ( X ) , the typical set A ϵ ( n ) A_\epsilon^{(n)} A ϵ ( n ) satisfies: 1. lim n → ∞ P ( A ϵ ( n ) ) = 1 \lim_{n\to\infty}P(A_\epsilon^{(n)})=1 lim n → ∞ P ( A ϵ ( n ) ) = 1 2. ∣ A ϵ ( n ) ∣ ≤ 2 n ( H ( X ) + ϵ ) |A_\epsilon^{(n)}|\le2^{n(H(X)+\epsilon)} ∣ A ϵ ( n ) ∣ ≤ 2 n ( H ( X ) + ϵ ) 3. ∣ A ϵ ( n ) ∣ ≥ ( 1 − ϵ ) 2 n ( H ( X ) − ϵ ) |A_\epsilon^{(n)}|\ge(1-\epsilon)2^{n(H(X)-\epsilon)} ∣ A ϵ ( n ) ∣ ≥ ( 1 − ϵ ) 2 n ( H ( X ) − ϵ ) for n n n sufficiently large
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