On the Fluctuations of the Single-Letter $d$-Tilted Sum for Binary Markov Sources
This work provides theoretical insights into the behavior of $d$-tilted information for Markov sources, which is relevant for researchers in information theory and rate-distortion theory, particularly concerning finite-blocklength analysis.
This paper investigates the $d$-tilted sum for stationary binary Markov sources under Hamming distortion, showing that the centered block sum is an affine image of the occupation count of the Markov chain. As a result, all centered cumulants are independent of the distortion level, and the finite-n variance has a closed form.
The $d$-tilted information has been found to be a useful quantity in finite-blocklength rate-distortion theory for memoryless sources. We study the source-side $d$-tilted sum induced by the single-letter Blahut--Arimoto operating point for a stationary binary Markov source under Hamming distortion; this is a source-side quantity distinct from the $n$-letter operational $d$-tilted information. We show that the centered block sum $J_n(D) - nμ_D$ is exactly an affine image of the occupation count $N_n = \sum_{t=1}^n \mathbf{1}\{X_t = 1\}$ of the Markov chain. As consequences, all centered cumulants are independent of the distortion level~$D$, the finite-$n$ variance admits a closed form, and the exact finite-$n$ distribution and limiting cumulant generating function are given by a $2 \times 2$ transfer matrix.