Learning Finite-Memory Binary Sources
Abstract
Estimating biased finite-memory sources from a single trajectory is a fundamental problem with practical impact, for example in estimating entropy for cryptography. We study order-d binary sources whose conditional probabilities have bias at most ε, and establish *sharp* sample complexity bounds: relative accuracy γ with confidence 1−δ needs γ−2 (1/2−ε)−d (log d+log1/δ) samples up to constants depending on ε, with matching upper and lower bounds and no dependence on mixing time or spectral gap. The proof rests on a sharp bound on expected hitting times of the sliding-window (de Bruijn) chain, which stay of order 1/π(w) uniformly in d exactly when ε<3/10, and on majorization of the window masses by those of independent biased coins. Applied to published entropy-source validations, the bounds show that their trace lengths may be underpowered: 106 bits cannot resolve all transitions of an $8$-bit model to better than about 4.5% relative error.
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BibTeX
@misc{skorski2026learning,
title = {{Learning Finite-Memory Binary Sources}},
author = {Maciej Skorski},
howpublished = {arXiv},
year = {2026},
month = oct,
doi = {10.48550/arxiv.2610.40845},
eprint = {2610.40845},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2610.40845},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - Learning Finite-Memory Binary Sources
AU - Maciej Skorski
PY - 2026
DA - 2026/10/29
PB - arXiv
DO - 10.48550/arxiv.2610.40845
UR - https://arxiv.org/abs/2610.40845
AB - Estimating biased finite-memory sources from a single trajectory is a fundamental problem with practical impact, for example in estimating entropy for cryptography. We study order-d binary sources whose conditional probabilities have bias at most ε, and establish *sharp* sample complexity bounds: relative accuracy γ with confidence 1−δ needs γ^−2 (1/2−ε)^−d (log d+log1/δ) samples up to constants depending on ε, with matching upper and lower bounds and no dependence on mixing time or spectral gap. The proof rests on a sharp bound on expected hitting times of the sliding-window (de Bruijn) chain, which stay of order 1/π(w) uniformly in d exactly when ε<3/10, and on majorization of the window masses by those of independent biased coins. Applied to published entropy-source validations, the bounds show that their trace lengths may be underpowered: 10^6 bits cannot resolve all transitions of an $8$-bit model to better than about 4.5% relative error.
ER -