The Generalized Chernoff-Stein Lemma, Applications and Examples

2025/01/21 by Jihad Fahs, Fahs, Jihad, Ibrahim Abou Faycal +3 · 1 voice
Computer Science · #FOS: Computer and information sciences #Information Theory (cs.IT) #cs.IT

paper · pdf · doi:10.48550/arxiv.2501.12066

arxiv published 2025/01/21 · arxiv updated 2025/02/14

Abstract

In this manuscript we define the notion of "δ-typicality" for both entropy and relative entropy, as well as a notion of ε-goodness and provide an extension to Stein's lemma for continuous quantities as well as correlated setups. We apply the derived results on the Gaussian hypothesis testing problem where the observations are possibly correlated.

Discussions

• Jihad Fahs, Ibrahim Abou Faycal, Ibrahim Issa: The Generalized Chernoff-Stein Lemma, Applications and Examples https://arxiv.org/abs/2501.12066 https://arxiv.org/pdf/2501.12066 https://arxiv.org/html/ [bsky, 0 points, 1 comments]

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