This is an interesting and well-written account
of the ergodic theory of stationary processes from the viewpoint of
entropy theory. This book is a beautiful and very readable treatment
of an important part of ergodic theory. … strongly recommend this
book to anyone who is interested in ergodic theory, stochastic
processes or information theory.
—Bulletin of the London Mathematical
Society
This book is about finite-alphabet stationary processes, which are
important in physics, engineering, and data compression. The focus is on
the combinatorial properties of typical finite sample paths drawn from a
stationary, ergodic process. A primary goal, only partially realized, is
to develop a theory based directly on sample path arguments with minimal
appeals to the probability formalism. A secondary goal is to give a
careful presentation of the many models for stationary finite-alphabet
processes that have been developed in probability theory, ergodic theory,
and information theory.
The book has many attractive features for both students and researchers.
An emphasis is placed on recent combinatorial results for sample paths.
There are careful treatments of many models that have been found to be
useful in engineering. Shields covers applications of entropy ideas to
coding, sample path structure, distribution estimation, recurrence times,
waiting times, and prefix trees.
Readership
Graduate students and faculty members in
mathematics, engineering, statistics, and physics who are interested in
measure theory and probability theory.