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Minimax Rényi Redundancy (1701.01103v4)
Published 4 Jan 2017 in cs.IT and math.IT
Abstract: The redundancy for universal lossless compression of discrete memoryless sources in Campbell's setting is characterized as a minimax R\'enyi divergence, which is shown to be equal to the maximal $\alpha$-mutual information via a generalized redundancy-capacity theorem. Special attention is placed on the analysis of the asymptotics of minimax R\'enyi divergence, which is determined up to a term vanishing in blocklength.
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