We present a new information-theoretic result which we call the Chaining Lemma. It considers a so-called "chain" of random variables, defined by a source distribution X-(0) with high min-entropy and a number (say, t in total) of arbitrary functions (T-1,.. ...
We consider the setting of estimating the mean of a random variable by a sequential stopping rule Monte Carlo (MC) method. The performance of a typical second moment based sequential stopping rule MC method is shown to be unreliable in such settings both b ...
The characteristic functional is the infinite-dimensional generalization of the Fourier transform for measures on function spaces. It characterizes the statistical law of the associated stochastic process in the same way as a characteristic function specif ...
Generalized Langevin equations (GLE) with multiplicative white Poisson noise pose the usual prescription dilemma leading to different evolution equations (master equations) for the probability distribution. Contrary to the case of multiplicative gaussian w ...
We consider multiple description (MD) coding for the Gaussian source with K descriptions under the symmetric mean-squared error (MSE) distortion constraints, and provide an approximate characterization of the rate region. We show that the rate region can b ...
