0536977 20240903170647.420210106235959.9 000605763100006 85100203364 10.14736/kyb-2020-6-1090 21 s. P cav_un_epca*02971630023-5954566 (2020)1090-1110Ústav teorie informace a automatizace AV ČR, v. v. i. entropy entropy rate multivariate source ergodic source a.e.p. property cav_un_auth*0219359 Kupsa Michal UTIA-B Stochastická informatika Department of Stochastic Informatics SI SI CZ 100 Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2020/SI/kupsa-0536977.pdf http://www.kybernetika.cz/content/2020/6/1090 We show that the typical coordinate-wise encoding of multivariate ergodic source into prescribed alphabets has the entropy profile close to the convolution of the entropy profile of the source and the modular polymatroid that is determined by the cardinalities of the output alphabets. We show that the proportion of the exceptional encodings that are not close to the convolution goes to zero doubly exponentially. The result holds for a class of multivariate sources that satisfy asymptotic equipartition property described via the mean fluctuation of the information functions. This class covers asymptotically mean stationary processes with ergodic mean, ergodic processes, irreducible Markov chains with an arbitrary initial distribution. We also proved that typical encodings yield the asymptotic equipartition property for the output variables. These asymptotic results are based on an explicit lower bound of the proportion of encodings that transform a multivariate random variable into a variable with the entropy profile close to the suitable convolution. WOS BD 10000 10200 10201 2021 1 RVO:67985556 http://hdl.handle.net/11104/0314744 S 3+4 Article Computer Science Cybernetics A COMPUTERSCIENCE.CYBERNETICS 0.800 0.056 11.3 0.00083 0.262 903 43 0.218 32.88 0.95 181 Q3 0.808 54 Q4 14.97 10.9 Q4 Q4 0.15 Q4 10.87 2020 85100203364 SCOPUS PUBMED 000605763100006 WOS cav_un_epca*0297163 Kybernetika 0023-5954 Roč. 56 č. 6 2020 1090 1110 Ústav teorie informace a automatizace AV ČR, v. v. i.