Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2015/iii/paper-66/4/ii/a/solution

Let . Since the alphabet is finite, these independent and identically distributed random variables are finite almost surely, have mean , and have finite variance . Also
The weak law of large numbers says that this average converges in probability to . Thus
One can also state the quantitative Chebyshev inequality bound . If , every word of positive probability is in the typical set. This is the finite-alphabet asymptotic equipartition property.

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