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On Large Deviation Property of Recurrence Times (1303.1093v2)
Published 5 Mar 2013 in cs.IT and math.IT
Abstract: We extend the study by Ornstein and Weiss on the asymptotic behavior of the normalized version of recurrence times and establish the large deviation property for a certain class of mixing processes. Further, an estimator for entropy based on recurrence times is proposed for which large deviation behavior is proved for stationary and ergodic sources satisfying similar mixing conditions.