On the redundancy of universal lossless coding for general piecewise stationary sources
Gil I. Shamir, Daniel J. Costello · 2002
A lower bound on the achievable redundancy for universal lossless coding of parametric sources with abruptly changing statistics is derived. Unlike the previously known bound for a problem that assumes a fixed number of changes in the statistics, the new bound is general and can be used even if the number of changes increases with the data length.