AN ENTROPY ESTIMATOR FOR A CLASS OF INFINITE ALPHABET PROCESSES

Motivated by recent work by Kontoyiannis and Suhov, and by Shields, we present an entropy estimator which works for a class of ergodic finite entropy infinite symbol processes for which the entropy of the time-zero partition is finite, and which satisfy a "Doeblin condition." The results are then extended to random fields indexed by $\bZ^d$.