Moderate deviation principle for guesswork

Shaochen Wang and Yangchun Zhang

Statistics & Probability Letters, 2024, vol. 207, issue C

Abstract: In this paper, we establish a moderate deviation principle for the logarithm of guesswork, which was initially studied by Massey to quantify the number of guesses needed to ascertain a discrete random variable. Our approach is based on an asymptotic analysis for Perron–Frobenius eigenvalue of some perturbed matrix and several moments estimates bounds for guesswork.

Keywords: Guesswork; Moderate deviation; Rényi entropy; Shannon entropy; Perron–Frobenius eigenvalue (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1016/j.spl.2024.110042

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