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A Counterexample to Perez's Generalization of the Shannon-McMillan Theorem
J. C. Kieffer
The Annals of Probability
Vol. 1, No. 2 (Apr., 1973), pp. 362-364
Published by: Institute of Mathematical Statistics
Stable URL: http://www.jstor.org/stable/2959503
Page Count: 3
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A counterexample is given to a result of Perez which makes a statement about the convergence of a sequence of logarithms of Radon-Nikodym derivatives. The result, if true, would have been a generalization of the Shannon-McMillan theorem of information theory.
The Annals of Probability © 1973 Institute of Mathematical Statistics