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Asymptotic Divergences and Strong Dichotomy

The Schnorr-Stimm dichotomy theorem (Schnorr and Stimm, 1972) concerns finite-state gamblers that bet on infinite sequences of symbols taken from a finite alphabet \Sigma . The theorem asserts that, for any such sequence S , the following two things are true. (1) If S is not normal in the sense...

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Published in:IEEE transactions on information theory 2021-10, Vol.67 (10), p.6296-6305
Main Authors: Huang, Xiang, Lutz, Jack H., Mayordomo, Elvira, Stull, Donald M.
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description The Schnorr-Stimm dichotomy theorem (Schnorr and Stimm, 1972) concerns finite-state gamblers that bet on infinite sequences of symbols taken from a finite alphabet \Sigma . The theorem asserts that, for any such sequence S , the following two things are true. (1) If S is not normal in the sense of Borel (meaning that every two strings of equal length appear with equal asymptotic frequency in S ), then there is a finite-state gambler that wins money at an infinitely-often exponential rate betting on S . (2) If S is normal, then any finite-state gambler loses money at an exponential rate betting on S . In this paper we use the Kullback-Leibler divergence to formulate the lower asymptotic divergence {\mathrm {div}}(S||\alpha) of a probability measure \alpha on \Sigma from a sequence S over \Sigma and the upper asymptotic divergence {\mathrm {Div}}(S||\alpha) of \alpha from S in such a way that a sequence S is \alpha -normal (meaning that every string w has asymptotic frequency \alpha (w) in S ) if and only if
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fullrecord <record><control><sourceid>proquest_cross</sourceid><recordid>TN_cdi_crossref_primary_10_1109_TIT_2021_3085425</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><ieee_id>9445108</ieee_id><sourcerecordid>2572664002</sourcerecordid><originalsourceid>FETCH-LOGICAL-c286t-995ab2a7311a1f0ba1db1688603a17640fd89a7b6dbb001953e06e9660cc72db3</originalsourceid><addsrcrecordid>eNo9kM1LAzEQxYMoWKt3wcuCR9k6k91kk2OpX4WCB9dzSLLZusVuarIV9r83pcXTMMN7bx4_Qm4RZoggH-tlPaNAcVaAYCVlZ2SCjFW55Kw8JxMAFLksS3FJrmLcpLVkSCfkYR7H7W7wQ2ezp-7XhbXrrYuZ7pvsYwi-X6ez_fKD347X5KLV39HdnOaUfL4814u3fPX-ulzMV7mlgg-5lEwbqqsCUWMLRmNjkAvBodBY8RLaRkhdGd4Yk3pIVjjgTnIO1la0McWU3B9zd8H_7F0c1MbvQ59eKsoqylME0KSCo8oGH2NwrdqFbqvDqBDUAYlKSNQBiTohSZa7o6Vzzv3LExWGIIo_VqBbEQ</addsrcrecordid><sourcetype>Aggregation Database</sourcetype><iscdi>true</iscdi><recordtype>article</recordtype><pqid>2572664002</pqid></control><display><type>article</type><title>Asymptotic Divergences and Strong Dichotomy</title><source>IEEE Electronic Library (IEL) Journals</source><creator>Huang, Xiang ; Lutz, Jack H. ; Mayordomo, Elvira ; Stull, Donald M.</creator><creatorcontrib>Huang, Xiang ; Lutz, Jack H. ; Mayordomo, Elvira ; Stull, Donald M.</creatorcontrib><description><![CDATA[The Schnorr-Stimm dichotomy theorem (Schnorr and Stimm, 1972) concerns finite-state gamblers that bet on infinite sequences of symbols taken from a finite alphabet <inline-formula> <tex-math notation="LaTeX">\Sigma </tex-math></inline-formula>. The theorem asserts that, for any such sequence <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula>, the following two things are true. (1) If <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula> is not normal in the sense of Borel (meaning that every two strings of equal length appear with equal asymptotic frequency in <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula>), then there is a finite-state gambler that wins money at an infinitely-often exponential rate betting on <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula>. (2) If <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula> is normal, then any finite-state gambler loses money at an exponential rate betting on <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula>. In this paper we use the Kullback-Leibler divergence to formulate the lower asymptotic divergence <inline-formula> <tex-math notation="LaTeX">{\mathrm {div}}(S||\alpha) </tex-math></inline-formula> of a probability measure <inline-formula> <tex-math notation="LaTeX">\alpha </tex-math></inline-formula> on <inline-formula> <tex-math notation="LaTeX">\Sigma </tex-math></inline-formula> from a sequence <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula> over <inline-formula> <tex-math notation="LaTeX">\Sigma </tex-math></inline-formula> and the upper asymptotic divergence <inline-formula> <tex-math notation="LaTeX">{\mathrm {Div}}(S||\alpha) </tex-math></inline-formula> of <inline-formula> <tex-math notation="LaTeX">\alpha </tex-math></inline-formula> from <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula> in such a way that a sequence <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula> is <inline-formula> <tex-math notation="LaTeX">\alpha </tex-math></inline-formula>-normal (meaning that every string <inline-formula> <tex-math notation="LaTeX">w </tex-math></inline-formula> has asymptotic frequency <inline-formula> <tex-math notation="LaTeX">\alpha (w) </tex-math></inline-formula> in <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula>) if and only if <inline-formula> <tex-math notation="LaTeX">{\mathrm {Div}}(S||\alpha)=0 </tex-math></inline-formula>. We also use the Kullback-Leibler divergence to quantify the total risk <inline-formula> <tex-math notation="LaTeX">{\mathrm {Risk}}_{G}(w) </tex-math></inline-formula> that a finite-state gambler <inline-formula> <tex-math notation="LaTeX">G </tex-math></inline-formula> takes when betting along a prefix <inline-formula> <tex-math notation="LaTeX">w </tex-math></inline-formula> of <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula>. Our main theorem is a strong dichotomy theorem that uses the above notions to quantify the exponential rates of winning and losing on the two sides of the Schnorr-Stimm dichotomy theorem (with the latter routinely extended from normality to <inline-formula> <tex-math notation="LaTeX">\alpha </tex-math></inline-formula>-normality). Modulo asymptotic caveats in the paper, our strong dichotomy theorem says that the following two things hold for prefixes <inline-formula> <tex-math notation="LaTeX">w </tex-math></inline-formula> of <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula>. (<inline-formula> <tex-math notation="LaTeX">1~' </tex-math></inline-formula>) The infinitely-often exponential rate of winning in 1 is <inline-formula> <tex-math notation="LaTeX">2^{{\mathrm {Div}}(S||\alpha)|w|} </tex-math></inline-formula>. (<inline-formula> <tex-math notation="LaTeX">2~' </tex-math></inline-formula>) The exponential rate of loss in 2 is <inline-formula> <tex-math notation="LaTeX">2^{- {\mathrm {Risk}}_{G}(w)} </tex-math></inline-formula>. We also use (1 <inline-formula> <tex-math notation="LaTeX">' </tex-math></inline-formula>) to show that <inline-formula> <tex-math notation="LaTeX">1- {\mathrm {Div}}(S||\alpha)/c </tex-math></inline-formula>, where <inline-formula> <tex-math notation="LaTeX">c= \log (1/ \min _{a\in \Sigma }\alpha (a)) </tex-math></inline-formula>, is an upper bound on the finite-state <inline-formula> <tex-math notation="LaTeX">\alpha </tex-math></inline-formula>-dimension of <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula> and prove the dual fact that <inline-formula> <tex-math notation="LaTeX">1- {\mathrm {div}}(S||\alpha)/c </tex-math></inline-formula> is an upper bound on the finite-state strong <inline-formula> <tex-math notation="LaTeX">\alpha </tex-math></inline-formula>-dimension of <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula>.]]></description><identifier>ISSN: 0018-9448</identifier><identifier>EISSN: 1557-9654</identifier><identifier>DOI: 10.1109/TIT.2021.3085425</identifier><identifier>CODEN: IETTAW</identifier><language>eng</language><publisher>New York: IEEE</publisher><subject>Asymptotic methods ; Asymptotic properties ; Divergence ; Entropy ; Finite-state dimension ; finite-state gambler ; Frequency measurement ; Gambling ; Kullback-Leibler divergence ; Length measurement ; normal sequences ; Normality ; Random variables ; Strings ; Technological innovation ; Theorems ; Upper bound ; Upper bounds</subject><ispartof>IEEE transactions on information theory, 2021-10, Vol.67 (10), p.6296-6305</ispartof><rights>Copyright The Institute of Electrical and Electronics Engineers, Inc. (IEEE) 2021</rights><lds50>peer_reviewed</lds50><oa>free_for_read</oa><woscitedreferencessubscribed>false</woscitedreferencessubscribed><cites>FETCH-LOGICAL-c286t-995ab2a7311a1f0ba1db1688603a17640fd89a7b6dbb001953e06e9660cc72db3</cites><orcidid>0000-0003-1004-3891 ; 0000-0002-9109-5337 ; 0000-0002-4815-6130</orcidid></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktohtml>$$Uhttps://ieeexplore.ieee.org/document/9445108$$EHTML$$P50$$Gieee$$H</linktohtml><link.rule.ids>314,780,784,27923,27924,54795</link.rule.ids></links><search><creatorcontrib>Huang, Xiang</creatorcontrib><creatorcontrib>Lutz, Jack H.</creatorcontrib><creatorcontrib>Mayordomo, Elvira</creatorcontrib><creatorcontrib>Stull, Donald M.</creatorcontrib><title>Asymptotic Divergences and Strong Dichotomy</title><title>IEEE transactions on information theory</title><addtitle>TIT</addtitle><description><![CDATA[The Schnorr-Stimm dichotomy theorem (Schnorr and Stimm, 1972) concerns finite-state gamblers that bet on infinite sequences of symbols taken from a finite alphabet <inline-formula> <tex-math notation="LaTeX">\Sigma </tex-math></inline-formula>. The theorem asserts that, for any such sequence <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula>, the following two things are true. (1) If <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula> is not normal in the sense of Borel (meaning that every two strings of equal length appear with equal asymptotic frequency in <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula>), then there is a finite-state gambler that wins money at an infinitely-often exponential rate betting on <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula>. (2) If <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula> is normal, then any finite-state gambler loses money at an exponential rate betting on <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula>. In this paper we use the Kullback-Leibler divergence to formulate the lower asymptotic divergence <inline-formula> <tex-math notation="LaTeX">{\mathrm {div}}(S||\alpha) </tex-math></inline-formula> of a probability measure <inline-formula> <tex-math notation="LaTeX">\alpha </tex-math></inline-formula> on <inline-formula> <tex-math notation="LaTeX">\Sigma </tex-math></inline-formula> from a sequence <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula> over <inline-formula> <tex-math notation="LaTeX">\Sigma </tex-math></inline-formula> and the upper asymptotic divergence <inline-formula> <tex-math notation="LaTeX">{\mathrm {Div}}(S||\alpha) </tex-math></inline-formula> of <inline-formula> <tex-math notation="LaTeX">\alpha </tex-math></inline-formula> from <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula> in such a way that a sequence <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula> is <inline-formula> <tex-math notation="LaTeX">\alpha </tex-math></inline-formula>-normal (meaning that every string <inline-formula> <tex-math notation="LaTeX">w </tex-math></inline-formula> has asymptotic frequency <inline-formula> <tex-math notation="LaTeX">\alpha (w) </tex-math></inline-formula> in <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula>) if and only if <inline-formula> <tex-math notation="LaTeX">{\mathrm {Div}}(S||\alpha)=0 </tex-math></inline-formula>. We also use the Kullback-Leibler divergence to quantify the total risk <inline-formula> <tex-math notation="LaTeX">{\mathrm {Risk}}_{G}(w) </tex-math></inline-formula> that a finite-state gambler <inline-formula> <tex-math notation="LaTeX">G </tex-math></inline-formula> takes when betting along a prefix <inline-formula> <tex-math notation="LaTeX">w </tex-math></inline-formula> of <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula>. Our main theorem is a strong dichotomy theorem that uses the above notions to quantify the exponential rates of winning and losing on the two sides of the Schnorr-Stimm dichotomy theorem (with the latter routinely extended from normality to <inline-formula> <tex-math notation="LaTeX">\alpha </tex-math></inline-formula>-normality). Modulo asymptotic caveats in the paper, our strong dichotomy theorem says that the following two things hold for prefixes <inline-formula> <tex-math notation="LaTeX">w </tex-math></inline-formula> of <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula>. (<inline-formula> <tex-math notation="LaTeX">1~' </tex-math></inline-formula>) The infinitely-often exponential rate of winning in 1 is <inline-formula> <tex-math notation="LaTeX">2^{{\mathrm {Div}}(S||\alpha)|w|} </tex-math></inline-formula>. (<inline-formula> <tex-math notation="LaTeX">2~' </tex-math></inline-formula>) The exponential rate of loss in 2 is <inline-formula> <tex-math notation="LaTeX">2^{- {\mathrm {Risk}}_{G}(w)} </tex-math></inline-formula>. We also use (1 <inline-formula> <tex-math notation="LaTeX">' </tex-math></inline-formula>) to show that <inline-formula> <tex-math notation="LaTeX">1- {\mathrm {Div}}(S||\alpha)/c </tex-math></inline-formula>, where <inline-formula> <tex-math notation="LaTeX">c= \log (1/ \min _{a\in \Sigma }\alpha (a)) </tex-math></inline-formula>, is an upper bound on the finite-state <inline-formula> <tex-math notation="LaTeX">\alpha </tex-math></inline-formula>-dimension of <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula> and prove the dual fact that <inline-formula> <tex-math notation="LaTeX">1- {\mathrm {div}}(S||\alpha)/c </tex-math></inline-formula> is an upper bound on the finite-state strong <inline-formula> <tex-math notation="LaTeX">\alpha </tex-math></inline-formula>-dimension of <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula>.]]></description><subject>Asymptotic methods</subject><subject>Asymptotic properties</subject><subject>Divergence</subject><subject>Entropy</subject><subject>Finite-state dimension</subject><subject>finite-state gambler</subject><subject>Frequency measurement</subject><subject>Gambling</subject><subject>Kullback-Leibler divergence</subject><subject>Length measurement</subject><subject>normal sequences</subject><subject>Normality</subject><subject>Random variables</subject><subject>Strings</subject><subject>Technological innovation</subject><subject>Theorems</subject><subject>Upper bound</subject><subject>Upper bounds</subject><issn>0018-9448</issn><issn>1557-9654</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2021</creationdate><recordtype>article</recordtype><recordid>eNo9kM1LAzEQxYMoWKt3wcuCR9k6k91kk2OpX4WCB9dzSLLZusVuarIV9r83pcXTMMN7bx4_Qm4RZoggH-tlPaNAcVaAYCVlZ2SCjFW55Kw8JxMAFLksS3FJrmLcpLVkSCfkYR7H7W7wQ2ezp-7XhbXrrYuZ7pvsYwi-X6ez_fKD347X5KLV39HdnOaUfL4814u3fPX-ulzMV7mlgg-5lEwbqqsCUWMLRmNjkAvBodBY8RLaRkhdGd4Yk3pIVjjgTnIO1la0McWU3B9zd8H_7F0c1MbvQ59eKsoqylME0KSCo8oGH2NwrdqFbqvDqBDUAYlKSNQBiTohSZa7o6Vzzv3LExWGIIo_VqBbEQ</recordid><startdate>20211001</startdate><enddate>20211001</enddate><creator>Huang, Xiang</creator><creator>Lutz, Jack H.</creator><creator>Mayordomo, Elvira</creator><creator>Stull, Donald M.</creator><general>IEEE</general><general>The Institute of Electrical and Electronics Engineers, Inc. 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The theorem asserts that, for any such sequence <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula>, the following two things are true. (1) If <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula> is not normal in the sense of Borel (meaning that every two strings of equal length appear with equal asymptotic frequency in <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula>), then there is a finite-state gambler that wins money at an infinitely-often exponential rate betting on <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula>. (2) If <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula> is normal, then any finite-state gambler loses money at an exponential rate betting on <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula>. In this paper we use the Kullback-Leibler divergence to formulate the lower asymptotic divergence <inline-formula> <tex-math notation="LaTeX">{\mathrm {div}}(S||\alpha) </tex-math></inline-formula> of a probability measure <inline-formula> <tex-math notation="LaTeX">\alpha </tex-math></inline-formula> on <inline-formula> <tex-math notation="LaTeX">\Sigma </tex-math></inline-formula> from a sequence <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula> over <inline-formula> <tex-math notation="LaTeX">\Sigma </tex-math></inline-formula> and the upper asymptotic divergence <inline-formula> <tex-math notation="LaTeX">{\mathrm {Div}}(S||\alpha) </tex-math></inline-formula> of <inline-formula> <tex-math notation="LaTeX">\alpha </tex-math></inline-formula> from <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula> in such a way that a sequence <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula> is <inline-formula> <tex-math notation="LaTeX">\alpha </tex-math></inline-formula>-normal (meaning that every string <inline-formula> <tex-math notation="LaTeX">w </tex-math></inline-formula> has asymptotic frequency <inline-formula> <tex-math notation="LaTeX">\alpha (w) </tex-math></inline-formula> in <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula>) if and only if <inline-formula> <tex-math notation="LaTeX">{\mathrm {Div}}(S||\alpha)=0 </tex-math></inline-formula>. We also use the Kullback-Leibler divergence to quantify the total risk <inline-formula> <tex-math notation="LaTeX">{\mathrm {Risk}}_{G}(w) </tex-math></inline-formula> that a finite-state gambler <inline-formula> <tex-math notation="LaTeX">G </tex-math></inline-formula> takes when betting along a prefix <inline-formula> <tex-math notation="LaTeX">w </tex-math></inline-formula> of <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula>. Our main theorem is a strong dichotomy theorem that uses the above notions to quantify the exponential rates of winning and losing on the two sides of the Schnorr-Stimm dichotomy theorem (with the latter routinely extended from normality to <inline-formula> <tex-math notation="LaTeX">\alpha </tex-math></inline-formula>-normality). Modulo asymptotic caveats in the paper, our strong dichotomy theorem says that the following two things hold for prefixes <inline-formula> <tex-math notation="LaTeX">w </tex-math></inline-formula> of <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula>. (<inline-formula> <tex-math notation="LaTeX">1~' </tex-math></inline-formula>) The infinitely-often exponential rate of winning in 1 is <inline-formula> <tex-math notation="LaTeX">2^{{\mathrm {Div}}(S||\alpha)|w|} </tex-math></inline-formula>. (<inline-formula> <tex-math notation="LaTeX">2~' </tex-math></inline-formula>) The exponential rate of loss in 2 is <inline-formula> <tex-math notation="LaTeX">2^{- {\mathrm {Risk}}_{G}(w)} </tex-math></inline-formula>. We also use (1 <inline-formula> <tex-math notation="LaTeX">' </tex-math></inline-formula>) to show that <inline-formula> <tex-math notation="LaTeX">1- {\mathrm {Div}}(S||\alpha)/c </tex-math></inline-formula>, where <inline-formula> <tex-math notation="LaTeX">c= \log (1/ \min _{a\in \Sigma }\alpha (a)) </tex-math></inline-formula>, is an upper bound on the finite-state <inline-formula> <tex-math notation="LaTeX">\alpha </tex-math></inline-formula>-dimension of <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula> and prove the dual fact that <inline-formula> <tex-math notation="LaTeX">1- {\mathrm {div}}(S||\alpha)/c </tex-math></inline-formula> is an upper bound on the finite-state strong <inline-formula> <tex-math notation="LaTeX">\alpha </tex-math></inline-formula>-dimension of <inline-formula> <tex-math notation="LaTeX">S </tex-math></inline-formula>.]]></abstract><cop>New York</cop><pub>IEEE</pub><doi>10.1109/TIT.2021.3085425</doi><tpages>10</tpages><orcidid>https://orcid.org/0000-0003-1004-3891</orcidid><orcidid>https://orcid.org/0000-0002-9109-5337</orcidid><orcidid>https://orcid.org/0000-0002-4815-6130</orcidid><oa>free_for_read</oa></addata></record>
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source IEEE Electronic Library (IEL) Journals
subjects Asymptotic methods
Asymptotic properties
Divergence
Entropy
Finite-state dimension
finite-state gambler
Frequency measurement
Gambling
Kullback-Leibler divergence
Length measurement
normal sequences
Normality
Random variables
Strings
Technological innovation
Theorems
Upper bound
Upper bounds
title Asymptotic Divergences and Strong Dichotomy
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