An expression is obtained for the optimum distortion theoretically attainable when an information source with finite alphabet is encoded at a fixed rate with respect to a single-letter fidelity criterion. The expression is demonstrated by means of an appropriate coding theorem and converse; This new result generalizes the coding theorem of Shannon for stationary ergodic sources, the coding theorem of Gray-Davisson for stationary nonergodic sources, that of Gray-Saadat for asymptotically mean stationary sources, and that of Ziv for an individual sequence.
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John C. Kieffer (1987) studied this question.
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