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

Information Theory and Reliable Communication

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Detection, Estimation, and Modulation Theory

国際会議開催報告:2013 IEEE International Symposium on Information Theory

国際会議参加報告:2014 IEEE International Symposium on Information Theory

We consider the problem of coded communication, where in each time frame, the transmitter is either silent or transmits a codeword from a given (randomly selected) codebook. The task of the decoder is to decide whether transmission has taken place, and if so, to decode the message. We derive the optimum detection/decoding rule in the sense of the best tradeoff among the probabilities of decoding error, false alarm, and misdetection. For this detection/decoding rule, we then derive single-letter characterizations of the exact exponential rates of these probabilities for the average code in the ensemble. It is shown that previously proposed decoders are in general strictly suboptimal.

/pdf/codeword-or-noise-exact-random-coding-exponents-for-joint-4edjrrmu75.pdf

Codeword or Noise? Exact Random Coding Exponents for Joint Detection and Decoding

We analyze the optimal tradeoff between the error exponent and the excess-rate exponent for variable-rate Slepian–Wolf codes In particular, we first derive upper (converse) bounds on the optimal error and excess-rate exponents, and then lower (achievable) bounds, via a simple class of variable-rate codes which assign the same rate to all source blocks of the same type class Then, using the exponent bounds, we derive bounds on the optimal rate functions, namely, the minimal rate assigned to each type class, needed in order to achieve a given target error exponent The resulting excess-rate exponent is then evaluated Iterative algorithms are provided for the computation of both bounds on the optimal rate functions and their excess-rate exponents The resulting Slepian–Wolf codes bridge between the two extremes of fixed-rate coding, which has minimal error exponent and maximal excess-rate exponent, and average-rate coding, which has maximal error exponent and minimal excess-rate exponent

Optimum Tradeoffs Between the Error Exponent and the Excess-Rate Exponent of Variable-Rate Slepian–Wolf Coding

We analyze the optimal trade-off between the error exponent and the excess-rate exponent for variable-rate Slepian-Wolf codes. In particular, we first derive upper (converse) bounds on the optimal error and excess-rate exponents, and then lower (achievable) bounds, via a simple class of variable-rate codes which assign the same rate to all source blocks of the same type class. Then, using the exponent bounds, we derive bounds on the optimal rate functions, namely, the minimal rate assigned to each type class, needed in order to achieve a given target error exponent. The resulting excess-rate exponent is then evaluated. Iterative algorithms are provided for the computation of both bounds on the optimal rate functions and their excess-rate exponents. The resulting Slepian-Wolf codes bridge between the two extremes of fixed-rate coding, which has minimal error exponent and maximal excess-rate exponent, and average-rate coding, which has maximal error exponent and minimal excess-rate exponent.

Optimum Trade-offs Between the Error Exponent and the Excess-Rate Exponent of Variable-Rate Slepian-Wolf Coding

The distributed hypothesis testing problem with full side-information is studied. The trade-off (reliability function) between the two types of error exponents under limited rate is studied in the following way. First, the problem is reduced to the problem of determining the reliability function of channel codes designed for detection (in analogy to a similar result which connects the reliability function of distributed lossless compression and ordinary channel codes). Second, a single-letter random-coding bound based on a hierarchical ensemble, as well as a single-letter expurgated bound, are derived for the reliability of channel-detection codes. Both bounds are derived for a system which employs the optimal detection rule. We conjecture that the resulting random-coding bound is ensemble-tight, and consequently optimal within the class of quantization-and-binning schemes.

On the Reliability Function of Distributed Hypothesis Testing Under Optimal Detection

The distributed hypothesis testing (DHT) problem is considered, in which the joint distribution of a pair of sequences present at separated terminals, is governed by one of two possible hypotheses. The decision needs to be made by one of the terminals (the "decoder"). The other terminal (the "encoder") uses a noisy channel in order to help the decoder with the decision. This problem can be seen as a generalization of the side-information variant of the DHT problem, where the rate-limited link is replaced by a noisy channel. A recent work by Salehkalaibar and Wigger has derived an achievable Stein exponent for this problem, by employing concepts from the DHT scheme of Shimokawa et al., and from unequal error protection coding for a single special message. In this work we extend the view to a trade-off between the two error exponents, additionally building on multiple codebooks and two special messages with unequal error protection. As a by product, we also present an achievable exponent trade-off for a rate-limited link, which generalizes Shimokawa et al..

/pdf/exponent-trade-off-for-hypothesis-testing-over-noisy-zsy6x39mke.pdf

Nir Weinberger

Papers

Codeword or Noise? Exact Random Coding Exponents for Joint Detection and Decoding

Optimum Tradeoffs Between the Error Exponent and the Excess-Rate Exponent of Variable-Rate Slepian–Wolf Coding

Optimum Trade-offs Between the Error Exponent and the Excess-Rate Exponent of Variable-Rate Slepian-Wolf Coding

On the Reliability Function of Distributed Hypothesis Testing Under Optimal Detection

Exponent Trade-off for Hypothesis Testing Over Noisy Channels