Title :
Large deviations performance of predictors for Markov sources
Author :
Sabbag, Erez ; Merhav, Neri
Author_Institution :
Dept. of Electr. Eng., Technion-Israel Inst. of Technol., Haifa, Israel
fDate :
27 June-2 July 2004
Abstract :
In this paper, an efficient procedure for designing a sequence of predictors with memory size equal to the Markov order of source, with error exponent arbitrarily close to the optimal error exponent is presented. In this procedure the moment-generating function of the prediction loss is recursively minimized.
Keywords :
Markov processes; prediction theory; source coding; Markov source; error exponent; large deviation performance; moment-generating function; predictor; Computational complexity; Performance analysis; Performance loss;
Conference_Titel :
Information Theory, 2004. ISIT 2004. Proceedings. International Symposium on
Print_ISBN :
0-7803-8280-3
DOI :
10.1109/ISIT.2004.1365049
