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I am reading the paper "Generating random bits from an arbitrary source: fundamental limits" by Vembu and Verdu. This paper is written in the language of information theory, however, I need to translate one quantity in this paper in terms of computer science.

inf-entropy rate, $\underline{H}(X)$, of an arbitrary source is defined (Definition 3 in the paper) as the largest real number $\alpha$ (including $\infty$) that satisfies $$\lim_{n\to\infty}P\{x^n:~\frac{1}{n}\log\frac{1}{P_{X^n}(x^n)}\leq \alpha-\epsilon\}=0,$$ for all $\epsilon>0$.

Comparing this quantity with the definition of min-entropy, we can say that for i.i.d sources $\underline{H}(X)=H_{\infty}(X)$.

On the other hand, it is obvious that for all stationary and ergodic sources, the Shannon-McMillan theorem leads us to conclude that $\underline{H}(X)=\lim_{n\to\infty}\frac{1}{n}H(X^n)$ as mentioned in expression (2) in the paper.

Since i.i.d sources are a special class of stationary and ergodic sources for which $\lim_{n\to\infty}\frac{1}{n}H(X^n)=H(X)$, from above, we conclude that for any i.i.d sources, $H_{\infty}(X)=H(X)$ which is clearly not true in general. [This is only true when the source is assumed to be uniform too]. So there must be a mistake somewhere in the above argument. Could you please let me know where is the mistake?

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  • $\begingroup$ What is the min-entropy and what is $H_\infty$? Could you also indicate the beginning and the end of the "above argument" you are referring to? $\endgroup$ – R W Mar 19 '14 at 19:41
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The proper of definition of inf-entropy is as follows: $$ \underline{H}(\mathbf{X})=\text{p-}\liminf_{n\to\infty}\frac{1}{n}\log\frac{1}{P_{X^n}(X^n)}.\\ $$ where $\mathbf{X}=(X_1,X_2,\dots)$ and $\text{p-}\liminf_{n\to\infty}$ is defined as follows: $$ \text{p-}\liminf_{n\to\infty}Z_n=\sup\left\{\beta\mid \lim_{n\to\infty}\Pr(Z_n<\beta)=0\right\}. $$ Now for i.i.d. source $\mathbf X$, we have: $$ \frac{1}{n}\log\frac{1}{P_{X^n}(X^n)}\geq \log \frac 1{\max_{x\in\mathcal X}P_X(x)}=H_{\infty}(X) $$ where $H_{\infty}(X)$ is Rényi entropy of $X$ with order $\infty$. This means that: $$ \lim_{n\to\infty}\Pr\{\frac{1}{n}\log\frac{1}{P_{X^n}(X^n)}< H_\infty(X)\}=0. $$ Now based on the definition of inf-entropy, you can only say: $$ H_{\infty}(X)\leq \underline{H}(\mathbf X). $$ As a matter of fact, if $\mathbf X$ is i.i.d., as you mentioned yourself, we have: $$ \underline{H}(\mathbf X)=H(X). $$ So basically you did not consider $\sup$ in the definition of inf-entropy.

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