Conditional limit theorems under Markov conditioning

DOI10.1109/TIT.1987.1057385MaRDI QIDQ3764957zbMATH OpenFDO

Authors Imre Csiszár, Thomas M. Cover, ByoungSeon Choi

Publication date 1987

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TIT.1987.1057385

zbMATH Keywords

conditional limit theoremsKullback-Leibler informationsliding block sample averagestationary distribution

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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