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JOURNALS // Izvestiya Rossiiskoi Akademii Nauk. Seriya Matematicheskaya // Archive

Izv. RAN. Ser. Mat., 2012 Volume 76, Issue 6, Pages 207–221 (Mi im7333)

This article is cited in 2 papers

On some properties of classes of events for which the conditions for the uniform convergence of the relative frequencies to probabilities fail to hold

A. Ya. Chervonenkis

Institute of Control Sciences, Russian Academy of Sciences

Abstract: We show that, if a system of events $S$ does not satisfy the conditions for the uniform convergence of the relative frequencies to probabilities, that is, if the limit entropy per symbol is greater than zero, then there is necessarily an event $T$ having the following two properties: if $x^l$ is an independent random sample and $x^l(T)$ is the part of $x^l$ belonging to $T$, then the system of events induces all possible subsamples on $x^l(T)$ with probability $1$, and the probability measure of $T$ is precisely equal to the limit entropy per symbol.

Keywords: uniform convergence of related frequencies to probabilities, entropy, index of a system of sets with respect to a sample.

UDC: 519.22

MSC: Primary 60F15; Secondary 37A30, 37A50, 60C05, 60G10

Received: 14.03.2011

DOI: 10.4213/im7333


 English version:
Izvestiya: Mathematics, 2012, 76:6, 1271–1285

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