On the rate-distortion function of random vectors and stationary sources with mixed distributions

The asymptotic (small distortion) behavior of the rate-distortion function of an n-dimensional source vector with mixed distribution is derived. The source distribution is a finite mixture of components such that under each component distribution a certain subset of the coordinates have a discrete distribution while the remaining coordinates have a joint density. The expected number of coordinates with a joint density is shown to equal the rate-distortion dimension of the source vector. Also, the exact small distortion asymptotic behavior of the rate-distortion function of a special but interesting class of stationary information sources is determined.