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Hindawi Publishing Corporation Journal of Inequalities and Applications Volume 2011, Article ID 470910, 18 pages doi:10.1155/2011/470910 ResearchArticleSomeShannon-McMillanApproximationTheoremsforMarkovChainFieldontheGeneralizedBethe Tree Kangkang Wang 1 and Decai Zong 2 1 School of Mathematics and Physics, Jiangsu University of Science and Technology, Zhenjiang 212003, China 2 College of Computer Science and Engineering, Changshu Institute of Technology, Changshu 215500, China Correspondence should be addressed to Wang Kangkang, wkk.cn@126.com Received 26 September 2010; Accepted 7 January 2011 Academic Editor: J ´ ozef Bana ´ s Copyright q 2011 W. Kangkang and D. Zong. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. A class of small-deviation theoremsforthe relative entropy densities of arbitrary random field onthegeneralizedBethe tree are discussed by comparing the arbitrary measure μ with theMarkov measure μ Q onthegeneralizedBethe tree. As corollaries, someShannon-Mcmillantheoremsforthe arbitrary random field onthegeneralizedBethe tree, Markovchain field onthegeneralizedBethe tree are obtained. 1. Introduction and Lemma Let T be a tree which is infinite, connected and contains no circuits. Given any two vertices x / y ∈ T, there exists a unique path x x 1 ,x 2 , ,x m y from x to y with x 1 ,x 2 , ,x m distinct. The distance between x and y is defined to m − 1, the number of edges in the path connecting x and y. To index the vertices on T, we first assign a vertex as the “root” and label it as O. A vertex is said to be onthe nth level if the path linking it to the root has n edges. The root O is also said to be onthe 0th level. Definition 1.1. Let T be a tree w ith root O,andlet{N n ,n ≥ 1} be a sequence of positive integers. T is said to be a generalizedBethe tree or a generalized Cayley tree if each vertex onthe nth level has N n1 branches to the n 1th level. For example, when N 1 N 1 ≥ 2 and N n N n ≥ 2 , T is rooted Bethe tree T B,N on which each vertex has N 1 neighboring 2 Journal of Inequalities and Applications Root (0,1) Level 2 Level 3 Level 1 (1,1)(1,2) (1,3) (2,2)(2,5) Figure 1: Bethe tree T B,2 . vertices see Figure 1, T B,2 ,andwhenN n N ≥ 1 n ≥ 1, T is rooted Cayley tree T C,N on which each vertex has N branches to the next level. In the following, we always assume that T is a generalizedBethe tree and denote by T n the subgraph of T containing the vertices from level 0 the root to level n.Weusen, j 1 ≤ j ≤ N 1 ···N n ,n ≥ 1 to denote the jth vertex at the nth level and denote by |B| the number of vertices in the subgraph B. It is easy to see that, for n ≥ 1, T n n m0 N 0 ···N m 1 n m1 N 1 ···N m . 1.1 Let S {s 0 ,s 1 ,s 2 , }, ΩS T , ω ω· ∈ Ω,whereω· is a function defined on T and taking values in S,andletF be the smallest Borel field containing all cylinder sets in Ω.Let X {X t ,t ∈ T} be the c oordinate stochastic p rocess defined onthe measurable space Ω,F; that is, for any ω {ωt,t∈ T},define X t ω ω t ,t∈ T. 1.2 X T n X t ,t∈ T n ,μ X T n x T n μ x T n . 1.3 Now we give a definition of Markovchain fields onthe tree T by using the cylinder distribution directly, which is a natural extension of the classical definition of Markov chains see 1 . Definition 1.2. Let Q Qj | i. One has a strictly positive stochastic matrix on S, q qs 0 , qs 1 ,qs 2 a strictly positive distribution on S,andμ Q ameasureonΩ,F.If μ Q x 0,1 q x 0,1 , μ Q x T n q x 0,1 n−1 m0 N 0 ···N m i1 N m1 i jN m1 i−11 q x m1,j | x m,i ,n≥ 1. 1.4 Journal of Inequalities and Applications 3 Then μ Q will be called a Markovchain field onthe tree T determined by the stochastic matrix Q and the distribution q. Let μ be an arbitrary probability measure defined as 1.3,denote f n ω − 1 T n log μ X T n . 1.5 f n ω is called the entropy density on subgraph T n with respect to μ.Ifμ μ Q ,thenby1.4, 1.5 we have f n ω − 1 T n ⎡ ⎣ log q X 0,1 n−1 m0 N 0 ···N m i1 N m1 i jN m1 i−11 log q X m1,j | X m,i ⎤ ⎦ . 1.6 The convergence of f n ω in a sense L 1 convergence, convergence in probability, or almost sure convergence is called theShannon-McMillan theorem or the entropy theorem or the asymptotic equipartition property AEP in information theory. TheShannon-McMillan theorem ontheMarkovchain has been studied extensively see 2, 3. I n the recent ye ars, with the development of the information theory scholars get to study theShannon-McMillantheoremsforthe random field onthe tree graph see 4. The tree models have recently drawn increasing interest from specialists in physics, probability and information theory. Berger and Ye see 5 have studied the existence of entropy rate for G-invariant random fields. Recently, Ye and Berger see 6 have also studied the ergodic property and Shannon- McMillan theorem for PPG-invariant random fields on trees. But their results only relate to the convergence in probability. Yang et al. 7–9 have recently studied a.s. convergence of Shannon-McMillan theorems, the limit properties and the asymptotic equipartition property forMarkov chains indexed by a homogeneous tree and the Cayley tree, respectively. Shi and Yang see 10 have investigated some limit properties of random transition probability for second-order Markov chains indexed by a tree. In this paper, we study a class of Shannon-McMillan random approximationtheoremsfor arbitrary random fields onthegeneralizedBethe tree by comparison between the arbitrary measure and Markov measure onthegeneralizedBethe tree. As corollaries, a class of Shannon-McMillantheoremsfor arbitrary random fields and theMarkov chains field onthegeneralizedBethe tree are obtained. Finally, some limit properties forthe expectation of the random conditional entropy are discussed. Lemma 1.3. Let μ 1 and μ 2 be two probability measures on Ω, F, D ∈F,andlet{τ n ,n ≥ 0} be a positive-valued stochastic sequence such that lim inf n τ n T n > 0,μ 1 -a.s. ω ∈ D, 1.7 then lim sup n →∞ 1 τ n log μ 2 X T n μ 1 X T n ≤ 0,μ 1 -a.s. ω ∈ D. 1.8 4 Journal of Inequalities and Applications In particular, let τ n |T n |,then lim sup n →∞ 1 T n log μ 2 X T n μ 1 X T n ≤ 0,μ 1 -a.s. ω ∈ D. 1.9 Proof see 11.Let ϕ μ | μ Q lim sup n →∞ 1 T n log μ X T n μ Q X T n . 1.10 ϕμ | μ Q is called the sample relative entropy rate of μ relative to μ Q . ϕμ | μ Q is also called the asymptotic logarithmic likelihood ratio. By 1.9 ϕ μ | μ Q ≥ lim inf n →∞ 1 T n log μ X T n μ Q X T n ≥ 0,μ-a.s. 1.11 Hence ϕμ | μ Q can be look on as a type of measures of the deviation between the arbitrary random fields and theMarkovchain fields onthegeneralizedBethe tree. 2. Main Results Theorem 2.1. Let X {X t ,t∈ T} be an arbitrary random field onthegeneralizedBethe tree. f n ω and ϕμ | μ Q are, respectively, defined as 1.5 and 1.10.Denoteα ≥ 0, H Q m X m1,j | X m,i the random conditional entropy of X m1,j relative to X m,i onthe measure μ Q ,thatis, H Q m X m1,j | X m,i − x m1,j ∈S q x m1,j | X m,i log q x m1,j | X m,i . 2.1 Let D c ω : ϕ μ | μ Q ≤ c , 2.2 b α lim sup n →∞ 1 T n n−1 m0 N 0 ···N m i1 N m1 i jN m1 i−11 E Q log 2 q X m1,j | X m,i · q X m1,j | X m,i −α | X m,i < ∞, 2.3 Journal of Inequalities and Applications 5 when 0 ≤ c ≤ α 2 b α /2, lim sup n →∞ ⎧ ⎨ ⎩ f n ω − 1 T n n−1 m0 N 0 ···N m i1 N m1 i jN m1 i−11 H Q m X m1,j | X m,i ⎫ ⎬ ⎭ ≤ 2cb α ,μ-a.s. ω ∈ D c . 2.4 lim inf n →∞ ⎧ ⎨ ⎩ f n ω − 1 T n n−1 m0 N 0 ···N m i1 N m1 i jN m1 i−11 H Q m X m1,j | X m,i ⎫ ⎬ ⎭ ≥− 2cb α − c, μ-a.s. ω ∈ D c . 2.5 In particular, lim n →∞ ⎡ ⎣ f n ω − 1 T n n−1 m0 N 0 ···N m i1 N m1 i jN m1 i−11 H Q m X m1,j | X m,i ⎤ ⎦ 0,μ-a.s. ω ∈ D 0 , 2.6 where log is the natural logarithmic, E Q is expectation with respect t o the measure μ Q . Proof. Let Ω, F,μ be the probability space we consider, λ an arbitrary constant. Define E Q qX m1,j | X m,i −λ | X m,i x m,i x m1,j ∈S qx m1,j | x m,i 1−λ ; 2.7 denote μ Q λ, x T n q x 0,1 n−1 m0 N 0 ···N m i1 N m1 i jN m1 i−11 qx m1,j | x m,i 1−λ E Q qX m1,j | X m,i −λ | X m,i x m,i . 2.8 6 Journal of Inequalities and Applications Wecanobtainby2.7, 2.8 that in the case n ≥ 1, x L n ∈S μ Q λ; x T n x L n ∈S q x 0,1 n−1 m0 N 0 ···N m i1 N m1 i jN m1 i−11 q x m1,j | x m,i 1−λ E Q q X m1,j | X m,i −λ | X m,i x m,i μ Q λ; x T n−1 x L n ∈S N 0 ···N n−1 i1 N n i jN n i−11 q x n,j | x n−1,i 1−λ E Q q X n,j | X n−1,i −λ | X n−1,i x n−1,i μ Q λ; x T n−1 N 0 ···N n−1 i1 N n i jN n i−11 x n,j ∈S q x n,j | x n−1,i 1−λ E Q q x n,j | x n−1,i −λ | X n−1,i x n−1,i μ Q λ; x T n−1 N 0 ···N n−1 i1 N n i jN n i−11 E Q q X n,j | X n−1,i −λ | X n−1,i x n−1,i E Q q x n,j | x n−1,i −λ | X n−1,i x n−1,i μ Q λ; x T n−1 , 2.9 x L 0 ∈S μ Q λ; x T 0 x 0,1 ∈S q x 0,1 1. 2.10 Therefore, μ Q λ, x T n , n 0, 1, 2, are a class of consistent distributions on S T n .Let U n λ, ω μ Q λ, X T n μ X T n , 2.11 then {U n λ, ω, F n ,n≥ 1} is a nonnegative supermartingale which converges almost surely see 12. By Doob’s martingale convergence theorem we have lim n →∞ U n λ, ω U ∞ λ, ω < ∞.μ-a.s. 2.12 Hence by 1.3, 1.9, 2.9,and2.11 we get lim sup n →∞ 1 T n log U n λ, ω ≤ 0.μ-a.s. 2.13 Journal of Inequalities and Applications 7 By 1.4, 2.8,and2.11,wehave 1 T n log U n λ, ω 1 T n n−1 m0 N 0 ···N m i1 N m1 i jN m1 i−11 −λ log q X m1,j | X m,i − log E Q qX m1,j | X m,i −λ | X m,i 1 T n log μ Q X T n μ X T n . 2.14 By 1.10, 2.2, 2.13,and2.14 we have lim sup n →∞ 1 T n n−1 m0 N 0 ···N m i1 N m1 i jN m1 i−11 −λ log q X m1,j | X m,i − log E Q qX m1,j | X m,i −λ | X m,i ≤ ϕ μ | μ Q ≤ c, μ-a.s.ω∈ D c . 2.15 By 2.15 we have lim sup n →∞ 1 T n n−1 m0 N 0 ···N m i1 N m1 i jN m1 i−11 −λ log q X m1,j | X m,i − E Q log q X m1,j | X m,i | X m,i ≤ lim sup n →∞ 1 T n n−1 m0 N 0 ···N m i1 N m1 i jN m1 i−11 log E Q q X m1,j | X m,i −λ | X m,i −E Q −λ log q X m1,j | X m,i | X m,i c, μ-a.s.ω∈ D c . 2.16 By the inequality x −λ − 1 λ log x ≤ 1 2 λ 2 log x 2 x −|λ| , 0 ≤ x ≤ 1, 2.17 log x ≤ x − 1 x ≥ 0 and 2.16, 2.17, 2.3,wehaveinthecaseof|λ| <α, 8 Journal of Inequalities and Applications lim sup n →∞ 1 T n n−1 m0 N 0 ···N m i1 N m1 i jN m1 i−11 −λ log q X m1,j | X m,i − E Q log q X m1,j | X m,i | X m,i ≤ lim sup n →∞ 1 T n n−1 m0 N 0 ···N m i1 N m1 i jN m1 i−11 E Q qX m1,j | X m,i −λ | X m,i − 1 −E Q − λ log q X m1,j | X m,i | X m,i c ≤ lim sup n →∞ 1 2 T n n−1 m0 N 0 ···N m i1 N m1 i jN m1 i−11 E Q λ 2 log 2 q X m1,j | X m,i ·qX m1,j | X m,i −|λ| | X m,i c ≤ lim sup n →∞ λ 2 2 T n n−1 m0 N 0 ···N m i1 N m1 i jN m1 i−11 E Q log 2 q X m1,j |X m,i · q X m1,j | X m,i −α | X m,i c 1 2 λ 2 b α c. μ-a.s.ω∈ D c . 2.18 When 0 <λ<α,wegetby2.18 lim sup n →∞ 1 T n n−1 m0 N 0 ···N m i1 N m1 i jN m1 i−11 − log q X m1,j | X m,i − E Q log q X m1,j | X m,i | X m,i ≤ 1 2 λb α c λ ,μ-a.s.ω∈ D c . 2.19 Let gλ1/2λb α c/λ,inthecase0<c≤ α 2 b α /2, then it is obvious gλ attains, at λ 2c/b α , its smallest value g 2c/b α 2cb α onthe interval 0,α.Wehave lim sup n →∞ 1 T n n−1 m0 N 0 ···N m i1 N m1 i jN m1 i−11 − log q X m1,j | X m,i − E Q log q X m1,j | X m,i | X m,i ≤ 2cb α ,μ-a.s.ω∈ D c . 2.20 Journal of Inequalities and Applications 9 When c 0, we select 0 <λ i <αsuch that λ i → 0 i →∞.Henceforalli, it follows from 2.19 that lim sup n →∞ 1 T n n−1 m0 N 0 ···N m i1 N m1 i jN m1 i−11 − log q X m1,j | X m,i − E Q log q X m1,j | X m,i | X m,i ≤ 0,μ-a.s.ω∈ D 0 . 2.21 It is easy to see that 2.20 also holds if c 0from2.21. Analogously, when −α<λ<0, it follows from 2.18 if 0 ≤ c ≤ α 2 b α /2, lim inf n →∞ 1 T n n−1 m0 N 0 ···N m i1 N m1 i jN m1 i−11 − log q X m1,j | X m,i − E Q log q X m1,j | X m,i | X m,i ≥− 2cb α ,μ-a.s.ω∈ D c . 2.22 Setting λ 0in2.14,by2.14 we have lim sup n →∞ 1 T n log U n 0,ω lim sup n →∞ 1 T n log μ Q X T n μ X T n ≤ 0,μ-a.s. 2.23 Noticing H Q m X m1,j | X m,i E Q −log q X m1,j | X m,i | X m,i . 2.24 By 1.4, 1.5, 2.20,and2.23,weobtain lim sup n →∞ ⎡ ⎣ f n ω − 1 T n n−1 m0 N 0 ···N m i1 N m1 i jN m1 i−11 H Q m X m1,j ,X m,i ⎤ ⎦ ≤ lim sup n →∞ 1 T n log μ Q X T n μ X T n lim sup n →∞ 1 T n n−1 m0 N 0 ···N m i1 N m1 i jN m1 i−11 − log q X m1,j | X m,i − E Q log q X m1,j | X m,i | X m,i ≤ 2cb α ,μ-a.s.ω∈ D c . 2.25 10 Journal of Inequalities and Applications Hence 2.4 follows from 2.25.By1.4, 1.5, 1.10, 2.2,and2.22,wehave lim inf n →∞ ⎡ ⎣ f n ω − 1 T n n−1 m0 N 0 ···N m i1 N m1 i jN m1 i−11 H Q m ω ⎤ ⎦ ≥ lim inf n →∞ 1 T n log ⎡ ⎢ ⎣ μ Q X T n μ X T n ⎤ ⎥ ⎦ lim inf n →∞ 1 T n n−1 m0 N 0 ···N m i1 N m1 i jN m1 i−11 − log q X m1,j | X m,i − E Q log q X m1,j | X m,i | X m,i ≥−ϕ μ | μ Q − 2cb α ≥− 2cb α − c, μ-a.s.ω∈ D c . 2.26 Therefore 2.5 follows from 2.26.Setc 0in2.4 and 2.5, 2.6 holds naturally. Corollary 2.2. Let X {X t ,t ∈ T} be theMarkov chains field determined by the measure μ Q onthegeneralizedBethe tree T ·f n ω, b α are, respectively, defined as 1.6 and 2.3,andH Q m X m1,j | X m,i is defined by 2.1.Then lim n →∞ ⎧ ⎨ ⎩ f n ω − 1 T n n−1 m0 N 0 ···N m i1 N m1 i jN m1 i−11 H Q m X m1,j | X m,i ⎫ ⎬ ⎭ 0.μ Q -a.s. 2.27 Proof. We take μ ≡ μ Q ,thenϕμ | μ Q ≡ 0. It implies that 2.2 always holds when c 0. Therefore D0Ωholds. Equation2.27 follows from 2.3 and 2.6. 3. SomeShannon-McMillanApproximationTheoremsonthe Finite State Space Corollary 3.1. Let X {X t ,t ∈ T} be an arbitrary random field which takes values in the alphabet S {s 1 , ,s N } onthegeneralizedBethe tree. f n ω, ϕμ | μ Q and Dc are defined as 1.5, 1.10,and2.2.Denote0 ≤ α<1, 0 ≤ c ≤ 2Nα 2 /1 −αe 2 . H Q m X m1,j | X m,i is defined as above. Then lim sup n →∞ ⎡ ⎣ f n ω − 1 T n n−1 m0 N 0 ···N m i1 N m1 i jN m1 i−11 H Q m X m1,j | X m,i ⎤ ⎦ ≤ 2e −1 1 − α √ 2cN, μ-a.s. ω ∈ D c , 3.1 [...]... 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Xm i−1 Let the initial distribution and joint distribution of X μQ be defined as 1.4 and 1.5 , respectively p s0 , p s1 , p s2 is a {Xt , t ∈ T} with respect to 1,j | Xm,i ⎦ 3.16 1 {Xt , t ∈ T} with respect to the measure We have the following conclusion Corollary 3.4 Let X {Xt , t ∈ T} be a Markov chains field onthegeneralizedBethe tree T whose initial distribution and joint distribution with respect... asymptotic equipartition property of random fields on trees,” Journal of Combinatorics, Information & System Sciences, vol 21, no 2, pp 157–184, 1996 7 W Yang, Some limit properties forMarkov chains indexed by a homogeneous tree,” Statistics & Probability Letters, vol 65, no 3, pp 241–250, 2003 8 W Yang and W Liu, “Strong law of large numbers and Shannon-McMillan theorem forMarkovchain fields on trees,” IEEE... k∈S l∈S Therefore 4.5 also holds i 1 T n T Ni j N i−1 1 −1 n μQ -a.s Q EQ Hm Xm 1,j | Xm,i ⎫ ⎬ ⎭ 4.7 18 Journal of Inequalities and Applications Acknowledgments The work is supported by the Project of Higher Schools’ Natural Science Basic Research of Jiangsu Province of China 09KJD110002 The author would like to thank the referee for his valuable suggestions Correspondence author: K Wang, main research. .. 3.10 Corollary 3.2 see 9 Let X {Xt , t ∈ T} be theMarkov chains field determined by the measure Q μQ onthegeneralizedBethe tree T · fn ω is defined as 1.6 , and Hm Xm 1,j | Xm,i is defined as 2.1 Then ⎧ ⎨ 1 lim fn ω − n → ∞⎩ Tn n−1 N0 ···Nm m 0 i 1 Nm 1 i j Nm 1 i−1 1 Q H m Xm 1,j | Xm,i ⎫ ⎬ ⎭ 0 μQ -a.s 3.11 Journal of Inequalities and Applications 13 Proof By 3.1 and 3.2 in Corollary 3.1, we obtain . the generalized Bethe tree. As corollaries, some Shannon-Mcmillan theorems for the arbitrary random field on the generalized Bethe tree, Markov chain field on the generalized Bethe tree are obtained. 1 random fields on the generalized Bethe tree by comparison between the arbitrary measure and Markov measure on the generalized Bethe tree. As corollaries, a class of Shannon-McMillan theorems for arbitrary. Corporation Journal of Inequalities and Applications Volume 2011, Article ID 470910, 18 pages doi:10.1155/2011/470910 Research Article Some Shannon-McMillan Approximation Theorems for Markov Chain Field