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It is shown for a class of symbol-by-symbol encoding schemes, including delta modulation and some adaptive quantization schemes, that the joint input-state-output sequence is asymptotically mean stationary if the input sequence is stationary. Asymptotic mean stationarity is also obtained for the sequence of outputs produced by a general kind of variable-length to variable-length scheme, as well as for some sequences of waiting times arising in queueing theory.
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Kieffer et al. (1983) studied this question.
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