We generalize to a broader class of decoupled measures a result of Ziv and Merhav on universal estimation of the specific cross (or relative) entropy for a pair of multi-level Markov measures. The result covers pairs of suitably regular g-measures and pairs of equilibrium measures arising from the small space of interactions in mathematical statistical mechanics.
翻译:我们将Ziv和Merhav关于一对多层级马尔可夫测度的特定交叉(或相对)熵的通用估计结果推广到更广泛的一类解耦测度。该结果涵盖了适当正则的g-测度对以及数学统计力学中由小相互作用空间产生的平衡测度对。