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Oct 14, 2013 at 7:54 comment added Stéphane Laurent Actually I'm interested in this example mathoverflow.net/questions/144783/…. Note that I'm expecting that $(**)$ holds for any choice of the $Y_n$.
Oct 14, 2013 at 7:24 comment added Anthony Quas Notice that $H(X_n|Y_n)=H(X_n,Y_n)-H(Y_n)=H(X_n)-H(Y_n)$, so that condition (**) is asking when $\limsup (H(X_n)-H(Y_n))/H(X_n) < 1$. Equivalently you're asking when is $\liminf H(Y_n)/H(X_n)>0$. I'm not sure what kind of asymptotic conditions you're thinking of, but this really tells you exactly what you need...
Oct 13, 2013 at 21:32 comment added Stéphane Laurent Do you think we could dream about a sufficient asymptotic condition on the laws of the $X_n$ for $(**)$ to hold ?
Oct 13, 2013 at 17:27 comment added Stéphane Laurent Thank you. The point $H(X_n) \to \infty$ does not hold with your choice of $N_n$ but one can take $N_n=2^{n^2}$.
Oct 13, 2013 at 17:24 vote accept Stéphane Laurent
Oct 13, 2013 at 16:07 history answered Anthony Quas CC BY-SA 3.0