The Notebook
İstanbul, Turkey

Asymptotic Equipartition Property

This blog post aims to introduce the concept of typical sequence, and some properties of these typical sequences, which are collectively known as Asymptotic Equipartition Property.

Typicality

Consider a sequence of L = 20 bits emitted by a discrete memoryless source (DMS) with: P_{U}(0) = \frac{3}{4},\:\: P_{U}(1) = \frac{1}{4}

1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1


1,0,1,0,1,0,1,1,0,0,0,1,0,0,0,0,0,0,0,0


0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0



The first sequence is a all one sequence. The second one has 14 zeros and 6 ones, and the third is a all zero sequence.

Probability of occurrence of the sequences are:

\frac{1}{4}^{20}$, \frac{1}{4}^{20}\times3^{14}, \frac{1}{4}^{20}\times3^{20}

respectively.

All zero and all one sequence are very unlikely to come out of this source because we have been given that:

P_{U}(0) = \frac{3}{4},\:\: P_{U}(1) = \frac{1}{4}



If we take large enough block size it is likely that we should get 0 three fourth of time, and we should get 1 one fourth of time.

If we had P_{U}(0) = 0.99,\:\: P_{U}(1) = 0.01, then we can say the all zero sequence is most likely to happen.

The second sequence has 14 zeros and 6 ones. Roughly if we take large enough bits, I expect \frac{3}{4}$ number of 1s and rest to be zero.

Now, we will formally define what is a typical sequence and then we will show some properties of a typical sequence.

  1. Let \textbf{U} denote an output sequence of length \textbf{L} emitted a K-ary DMS and P_{U}(u) is the output probability distribution.
  2. Let $n_{ai}(u) denotes the number of occurence of the letter a_{i} in the sequence \textbf{u}
  3. Let \textbf{u} = [$u_{1}$, $u_{2}$, ..., $u_{L}] denote possible values of, i.e. u_{j} = \{{a_{1}, a_{2}, ..., a_{K}}\} for 1 \leq j \leq L.
Then \textbf{u} is an \epsilon-typical sequence of length \textbf{L} for this K-ary DMS if:

(1 - \epsilon)P_{u}(a_{i}) \leq \frac{n_{ai}(\textbf{u})}{L} \leq (1 + \epsilon) P_{u}(a_{i})$, $1 \leq i \leq K



Please note \epsilon is a small number. We consider the same example as we considered earlier.

Properties


Property 1: If \textbf{u} is an \epsilon-typical output sequence of length \textbf{L} from a K-ary DMS with entropy H(U) in bits, then:

2^{-(1+\epsilon)LH(U)} \leq P_{U}(\textbf{u}) \leq 2^{-(1-\epsilon)LH(U)}



Proof: From the definition of a DMS, we have

P_{U}(\textbf{u}) = \prod\limits_{j=1}^L P_{U}(u_{j})



So, since this is a K-ary source, it will emit $a_{1}, a_{2}, \dots, a_{K}$.

So, let us say $a_{1}$ is emitted $n_{a1}(u)$ times, $a_{2}$ is emitted $n_{a2}(u)$ times, similarly $a_{K}$ is $n_{aK}(u)$ times.

Consequently, we can write:

P_{U}(\textbf{u}) = \prod_{j=1}^LP_{U}(u_{j}) = \prod_{i=1}^K[P_{U}(a_{i})]^{n_{ai}(\textbf{u})}



Here, we can say that:

P_{U}(\textbf{u}) = \prod_{i=1}^K[P_{U}(a_{i})]^{n_{ai}(\textbf{u})} = \prod_{i=1}^K[P_{U}(a_{i})]^{LP_{U}(a_{i})} \geq \prod_{i=1}^K[P_{U}(a_{i})]^{(1+\epsilon)LP_{U}(a_{i})}



since raising a power of a number in between 0 and 1 (which is probability of $a_{i}$ in this case) with a positive number (which is $\epsilon$ in this case) decreases it's value.

Equivalently (see logarithmic exchange part below),

P_{U}(\textbf{u}) \geq \prod_{i=1}^K2^{(1+\epsilon)LP_{U}(a_{i})\log_{2}P_{U}(a_{i})}



Simplifying we get,

P_{U}(\textbf{u}) \geq 2^{(1+\epsilon) L \sum\limits_{i=1}^KP_{U}(a_{i})\log_{2}P_{U}(a_{i})}



Hence,

P_{U}(\textbf{u}) \geq 2^{-(1+\epsilon)LH(U)}



Similar arguments can be used to prove

P_{U}(\textbf{u}) \leq 2^{-(1-\epsilon)LH(U)}



Appendix


Logarithmic Exchange:

$b^{\log_{b}(x)} = x$


Proof: $log_{b}(x)$ answers "b to what power equals x?" via following property:

\log_{b}(x) = y \Leftrightarrow b^{y} = x



References:
  1. http://textofvideo.nptel.ac.in/117104129/lec9.pdf