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Uniform upper bound on contraction coefficient w.r.t total-variation metric, of a certain set of block-diagonal Markov kernels
Disclaimer. This is related to another question I've asked on the TCS site https://cstheory.stackexchange.com/q/46097/44644. I'm new to information theory (and other relevant fields). It's even ...
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Measure of the rate of convergence for filtration and conditional expectations
This question is cross-posted at MSE with a soon to expire bounty that hasn't generated much discussion.
Let $(\Omega, \mathcal{F},P)$ be a probability space and $(\mathcal{F}_n)_n$ a filtration that ...
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order of convergence of the conditional entropy (2)
Let $X_n$ be a random variable distributed on $A_n:=\{1, \ldots, n\}$ and $g_n\colon A_n \to A_n$ such that $\Pr\big(X_n \neq g_n(X_n)\big) \to 0$. Putting $Y_n=g_n(X_n)$, then by Fano's inequality $$\...