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Asymptotic Equipartition Property
In information theory, the asymptotic equipartition property (AEP) is a general property of the output samples of a stochastic source. It is fundamental to the concept of typical set used in theories of data compression. Roughly speaking, the theorem states that although there are many series of results that may be produced by a random process, the one actually produced is most probably from a loosely defined set of outcomes that all have approximately the same chance of being the one actually realized. (This is a consequence of the law of large numbers and ergodic theory.) Although there are individual outcomes which have a higher probability than any outcome in this set, the vast number of outcomes in the set almost guarantees that the outcome will come from the set. One way of intuitively understanding the property is through Cramér's large deviation theorem, which states that the probability of a large deviation from mean decays exponentially with the number of samples. Such ...
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Information Theory
Information theory is the scientific study of the quantification, storage, and communication of information. The field was originally established by the works of Harry Nyquist and Ralph Hartley, in the 1920s, and Claude Shannon in the 1940s. The field is at the intersection of probability theory, statistics, computer science, statistical mechanics, information engineering, and electrical engineering. A key measure in information theory is entropy. Entropy quantifies the amount of uncertainty involved in the value of a random variable or the outcome of a random process. For example, identifying the outcome of a fair coin flip (with two equally likely outcomes) provides less information (lower entropy) than specifying the outcome from a roll of a die (with six equally likely outcomes). Some other important measures in information theory are mutual information, channel capacity, error exponents, and relative entropy. Important sub-fields of information theory include sourc ...
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Convergence In Probability
In probability theory, there exist several different notions of convergence of random variables. The convergence of sequences of random variables to some limit random variable is an important concept in probability theory, and its applications to statistics and stochastic processes. The same concepts are known in more general mathematics as stochastic convergence and they formalize the idea that a sequence of essentially random or unpredictable events can sometimes be expected to settle down into a behavior that is essentially unchanging when items far enough into the sequence are studied. The different possible notions of convergence relate to how such a behavior can be characterized: two readily understood behaviors are that the sequence eventually takes a constant value, and that values in the sequence continue to change but can be described by an unchanging probability distribution. Background "Stochastic convergence" formalizes the idea that a sequence of essentially rand ...
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Bandwidth (signal Processing)
Bandwidth is the difference between the upper and lower frequencies in a continuous band of frequencies. It is typically measured in hertz, and depending on context, may specifically refer to '' passband bandwidth'' or ''baseband bandwidth''. Passband bandwidth is the difference between the upper and lower cutoff frequencies of, for example, a band-pass filter, a communication channel, or a signal spectrum. Baseband bandwidth applies to a low-pass filter or baseband signal; the bandwidth is equal to its upper cutoff frequency. Bandwidth in hertz is a central concept in many fields, including electronics, information theory, digital communications, radio communications, signal processing, and spectroscopy and is one of the determinants of the capacity of a given communication channel. A key characteristic of bandwidth is that any band of a given width can carry the same amount of information, regardless of where that band is located in the frequency spectrum. For exa ...
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Claude E
Claude may refer to: __NOTOC__ People and fictional characters * Claude (given name), a list of people and fictional characters * Claude (surname), a list of people * Claude Lorrain (c. 1600–1682), French landscape painter, draughtsman and etcher traditionally called just "Claude" in English * Madame Claude, French brothel keeper Fernande Grudet (1923–2015) Places * Claude, Texas, a city * Claude, West Virginia, an unincorporated community Other uses * Allied reporting name of the Mitsubishi A5M Japanese carrier-based fighter aircraft * Claude (alligator), an albino alligator at the California Academy of Sciences See also * Claude's syndrome Claude's syndrome is a form of brainstem stroke syndrome characterized by the presence of an ipsilateral oculomotor nerve palsy, contralateral hemiparesis, contralateral ataxia, and contralateral hemiplegia of the lower face, tongue, and shoulder ...
, a form of brainstem stroke syndrome {{disambig, geo ...
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Measurable
In mathematics, the concept of a measure is a generalization and formalization of geometrical measures (length, area, volume) and other common notions, such as mass and probability of events. These seemingly distinct concepts have many similarities and can often be treated together in a single mathematical context. Measures are foundational in probability theory, integration theory, and can be generalized to assume negative values, as with electrical charge. Far-reaching generalizations (such as spectral measures and projection-valued measures) of measure are widely used in quantum physics and physics in general. The intuition behind this concept dates back to ancient Greece, when Archimedes tried to calculate the area of a circle. But it was not until the late 19th and early 20th centuries that measure theory became a branch of mathematics. The foundations of modern measure theory were laid in the works of Émile Borel, Henri Lebesgue, Nikolai Luzin, Johann Radon, Co ...
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Noisy-channel Coding Theorem
In information theory, the noisy-channel coding theorem (sometimes Shannon's theorem or Shannon's limit), establishes that for any given degree of noise contamination of a communication channel, it is possible to communicate discrete data (digital information) nearly error-free up to a computable maximum rate through the channel. This result was presented by Claude Shannon in 1948 and was based in part on earlier work and ideas of Harry Nyquist and Ralph Hartley. The Shannon limit or Shannon capacity of a communication channel refers to the maximum rate of error-free data that can theoretically be transferred over the channel if the link is subject to random data transmission errors, for a particular noise level. It was first described by Shannon (1948), and shortly after published in a book by Shannon and Warren Weaver entitled '' The Mathematical Theory of Communication'' (1949). This founded the modern discipline of information theory. Overview Stated by Claude Shann ...
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Source Coding Theorem
In information theory, Shannon's source coding theorem (or noiseless coding theorem) establishes the limits to possible data compression, and the operational meaning of the Shannon entropy. Named after Claude Shannon, the source coding theorem shows that (in the limit, as the length of a stream of independent and identically-distributed random variable (i.i.d.) data tends to infinity) it is impossible to compress the data such that the code rate (average number of bits per symbol) is less than the Shannon entropy of the source, without it being virtually certain that information will be lost. However it is possible to get the code rate arbitrarily close to the Shannon entropy, with negligible probability of loss. The source coding theorem for symbol codes places an upper and a lower bound on the minimal possible expected length of codewords as a function of the entropy of the input word (which is viewed as a random variable) and of the size of the target alphabet. Statements ...
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Borel–Cantelli Lemma
In probability theory, the Borel–Cantelli lemma is a theorem about sequences of events. In general, it is a result in measure theory. It is named after Émile Borel and Francesco Paolo Cantelli, who gave statement to the lemma in the first decades of the 20th century. A related result, sometimes called the second Borel–Cantelli lemma, is a partial converse of the first Borel–Cantelli lemma. The lemma states that, under certain conditions, an event will have probability of either zero or one. Accordingly, it is the best-known of a class of similar theorems, known as zero-one laws. Other examples include Kolmogorov's zero–one law and the Hewitt–Savage zero–one law. Statement of lemma for probability spaces Let ''E''1,''E''2,... be a sequence of events in some probability space. The Borel–Cantelli lemma states: Here, "lim sup" denotes limit supremum of the sequence of events, and each event is a set of outcomes. That is, lim sup ''E''''n'' is th ...
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Markov's Inequality
In probability theory, Markov's inequality gives an upper bound for the probability that a non-negative function of a random variable is greater than or equal to some positive constant. It is named after the Russian mathematician Andrey Markov, although it appeared earlier in the work of Pafnuty Chebyshev (Markov's teacher), and many sources, especially in analysis, refer to it as Chebyshev's inequality (sometimes, calling it the first Chebyshev inequality, while referring to Chebyshev's inequality as the second Chebyshev inequality) or Bienaymé's inequality. Markov's inequality (and other similar inequalities) relate probabilities to expectations, and provide (frequently loose but still useful) bounds for the cumulative distribution function of a random variable. Statement If is a nonnegative random variable and , then the probability that is at least is at most the expectation of divided by : :\operatorname(X \geq a) \leq \frac. Let a = \tilde \cdot \operatorname(X) ...
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Lévy's Martingale Convergence Theorem
In mathematicsspecifically, in the theory of stochastic processesDoob's martingale convergence theorems are a collection of results on the limits of supermartingales, named after the American mathematician Joseph L. Doob. Informally, the martingale convergence theorem typically refers to the result that any supermartingale satisfying a certain boundedness condition must converge. One may think of supermartingales as the random variable analogues of non-increasing sequences; from this perspective, the martingale convergence theorem is a random variable analogue of the monotone convergence theorem, which states that any bounded monotone sequence converges. There are symmetric results for submartingales, which are analogous to non-decreasing sequences. Statement for discrete-time martingales A common formulation of the martingale convergence theorem for discrete-time martingales is the following. Let X_1, X_2, X_3, \dots be a supermartingale. Suppose that the supermartingale is b ...
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Almost Surely
In probability theory, an event is said to happen almost surely (sometimes abbreviated as a.s.) if it happens with probability 1 (or Lebesgue measure 1). In other words, the set of possible exceptions may be non-empty, but it has probability 0. The concept is analogous to the concept of "almost everywhere" in measure theory. In probability experiments on a finite sample space, there is no difference between ''almost surely'' and ''surely'' (since having a probability of 1 often entails including all the sample points). However, this distinction becomes important when the sample space is an infinite set, because an infinite set can have non-empty subsets of probability 0. Some examples of the use of this concept include the strong and uniform versions of the law of large numbers, and the continuity of the paths of Brownian motion. The terms almost certainly (a.c.) and almost always (a.a.) are also used. Almost never describes the opposite of ''almost surely'': an event that ...
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Leo Breiman
Leo Breiman (January 27, 1928 – July 5, 2005) was a distinguished statistician at the University of California, Berkeley. He was the recipient of numerous honors and awards, and was a member of the United States National Academy of Sciences. Breiman's work helped to bridge the gap between statistics and computer science, particularly in the field of machine learning. His most important contributions were his work on classification and regression trees and ensembles of trees fit to bootstrap samples. Bootstrap aggregation was given the name ''bagging'' by Breiman. Another of Breiman's ensemble approaches is the random forest. See also * Shannon–McMillan–Breiman theorem In information theory, the asymptotic equipartition property (AEP) is a general property of the output samples of a stochastic source. It is fundamental to the concept of typical set used in theories of data compression. Roughly speaking, the th ... Further reading * Leo Breimaobituary from the ...
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