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Convex Analysisの二,三の進展について

Convergence of Probability Measures. By P. Billingsley. Chichester, Sussex, Wiley, 1968. xii, 253 p. 9 1/4“. 117s.

Convergence of Probability Measures

The author's preface gives an outline: "This book is about weakconvergence methods in metric spaces, with applications sufficient to show their power and utility. The Introduction motivates the definitions and indicates how the theory will yield solutions to problems arising outside it. Chapter 1 sets out the basic general theorems, which are then specialized in Chapter 2 to the space C[0, l ] of continuous functions on the unit interval and in Chapter 3 to the space D [0, 1 ] of functions with discontinuities of the first kind. The results of the first three chapters are used in Chapter 4 to derive a variety of limit theorems for dependent sequences of random variables. " The book develops and expands on Donsker's 1951 and 1952 papers on the invariance principle and empirical distributions. The basic random variables remain real-valued although, of course, measures on C[0, l ] and D[0, l ] are vitally used. Within this framework, there are various possibilities for a different and apparently better treatment of the material. More of the general theory of weak convergence of probabilities on separable metric spaces would be useful. Metrizability of the convergence is not brought up until late in the Appendix. The close relation of the Prokhorov metric and a metric for convergence in probability is (hence) not mentioned (see V. Strassen, Ann. Math. Statist. 36 (1965), 423-439; the reviewer, ibid. 39 (1968), 1563-1572). This relation would illuminate and organize such results as Theorems 4.1, 4.2 and 4.4 which give isolated, ad hoc connections between weak convergence of measures and nearness in probability. In the middle of p. 16, it should be noted that C*(S) consists of signed measures which need only be finitely additive if 5 is not compact. On p. 239, where the author twice speaks of separable subsets having nonmeasurable cardinal, he means "discrete" rather than "separable." Theorem 1.4 is Ulam's theorem that a Borel probability on a complete separable metric space is tight. Theorem 1 of Appendix 3 weakens completeness to topological completeness. After mentioning that probabilities on the rationals are tight, the author says it is an

Convergence of probability measures

This comprehensive treatment of network information theory and its applications provides the first unified coverage of both classical and recent results. With an approach that balances the introduction of new models and new coding techniques, readers are guided through Shannon's point-to-point information theory, single-hop networks, multihop networks, and extensions to distributed computing, secrecy, wireless communication, and networking. Elementary mathematical tools and techniques are used throughout, requiring only basic knowledge of probability, whilst unified proofs of coding theorems are based on a few simple lemmas, making the text accessible to newcomers. Key topics covered include successive cancellation and superposition coding, MIMO wireless communication, network coding, and cooperative relaying. Also covered are feedback and interactive communication, capacity approximations and scaling laws, and asynchronous and random access channels. This book is ideal for use in the classroom, for self-study, and as a reference for researchers and engineers in industry and academia.

Network Information Theory

Information Theory and Reliable Communication

We determine the rate region of the quadratic Gaussian two-encoder source-coding problem. This rate region is achieved by a simple architecture that separates the analog and digital aspects of the compression. Furthermore, this architecture requires higher rates to send a Gaussian source than it does to send any other source with the same covariance. Our techniques can also be used to determine the sum-rate of some generalizations of this classical problem. Our approach involves coupling the problem to a quadratic Gaussian ldquoCEO problem.rdquo

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Rate Region of the Quadratic Gaussian Two-Encoder Source-Coding Problem

We determine the rate region of the quadratic Gaussian two-encoder source-coding problem. This rate region is achieved by a simple architecture that separates the analog and digital aspects of the compression. Furthermore, this architecture requires higher rates to send a Gaussian source than it does to send any other source with the same covariance. Our techniques can also be used to determine the sum rate of some generalizations of this classical problem. Our approach involves coupling the problem to a quadratic Gaussian ``CEO problem.''

Given two discrete random variables X and Y, an operational approach is undertaken to quantify the “leakage” of information from X to Y. The resulting measure ℒ(X→Y ) is called maximal leakage, and is defined as the multiplicative increase, upon observing Y, of the probability of correctly guessing a randomized function of X, maximized over all such randomized functions. It is shown to be equal to the Sibson mutual information of order infinity, giving the latter operational significance. Its resulting properties are consistent with an axiomatic view of a leakage measure; for example, it satisfies the data processing inequality, it is asymmetric, and it is additive over independent pairs of random variables. Moreover, it is shown that the definition is robust in several respects: allowing for several guesses or requiring the guess to be only within a certain distance of the true function value does not change the resulting measure.

An operational measure of information leakage

We determine the rate region of the quadratic Gaussian two-encoder source-coding problem with separate distortion constraints. This region is achieved by a simple architecture that separates the analog and digital aspects of the compression. Furthermore, this architecture requires higher rates to send a Gaussian source than it does to send any other source with the same covariance. The proof technique can be used to partially solve problems with more than two encoders or more general distortion constraints.

/pdf/rate-region-of-the-quadratic-gaussian-two-encoder-source-500trz3039.pdf

We study a hypothesis testing problem in which data are compressed distributively and sent to a detector that seeks to decide between two possible distributions for the data. The aim is to characterize all achievable encoding rates and exponents of the type 2 error probability when the type 1 error probability is at most a fixed value. For related problems in distributed source coding, schemes based on random binning perform well and are often optimal. For distributed hypothesis testing, however, the use of binning is hindered by the fact that the overall error probability may be dominated by errors in the binning process. We show that despite this complication, binning is optimal for a class of problems in which the goal is to “test against conditional independence.” We then use this optimality result to give an outer bound for a more general class of instances of the problem.

Aaron B. Wagner

Papers

Rate Region of the Quadratic Gaussian Two-Encoder Source-Coding Problem

Rate Region of the Quadratic Gaussian Two-Encoder Source-Coding Problem

An operational measure of information leakage

Rate Region of the Quadratic Gaussian Two-Encoder Source-Coding Problem

On the Optimality of Binning for Distributed Hypothesis Testing