On convergence rate of the Shannon entropy rate of ergodic Markov chains via sample-path simulation

DOI10.1016/j.spl.2006.01.004zbMath1108.60065OpenAlexW1999954003MaRDI QIDQ2494882

Hyeong Soo Chang

Publication date: 30 June 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.01.004

zbMATH Keywords

large deviationsimulation analysisstochastic simulation

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40)

Cites Work

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• A Mathematical Theory of Communication
• Markov chains and stochastic stability
• On ordinal comparison of policies in Markov reward processes
• Hoeffding's inequality for uniformly ergodic Markov chains
• Adaptive Markov control processes
• The Kullback–Leibler Divergence Rate Between Markov Sources
• Probability Inequalities for Sums of Bounded Random Variables
• Convergence of stochastic processes

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