Communications in Information and Systems

Volume 19 (2019)

Number 2

Rate-distortion functions of non-stationary Markoff chains and their block-independent approximations

Pages: 147 – 165

DOI: https://dx.doi.org/10.4310/CIS.2019.v19.n2.a2

Author

Mukul Agarwal (Massachusetts Institute of Technology, Cambridge, Mass., U.S.A.)

Abstract

It is proved that the limit of the normalized rate-distortion functions of block independent approximations of a time-homogeneous, finite-state irreducible, aperiodic Markoff chain is independent of the initial distribution of the Markoff chain and thus, is also equal to the rate-distortion function of the Markoff chain.

Received 7 December 2012

Published 19 September 2019