Let $Z$ be the set of discrete random variables on some probability space. Define the quantity $d(X_1,X_2)=h(X_1 \mid X_2)+h(X_2 \mid X_1)$ between two random variables $X_1, X_2 \in Z$. For $X \in Z$ ...
I'm having trouble working through the math of the problem below. I believe the problem as described is an ergodic process. I've written a simple simulation of the problem, that converges to 66.6...6% ...
I do have a problem with my homework, and to be honest I am simply lacking any idea on how to begin- maybe someone could give me a tip. First off, here is the assignment: The whole assignment deals ...
I'm reading a paper in which the following argument is made (in the proof of Theorem 7). I will try to provide just the essentials necessary to ask my question, in particular omitting the ...