Markov Channels are Asymptotically Mean Stationary

DOI10.1137/0512027MaRDI QIDQ3931170zbMATH OpenOpenAlexFDO

Authors John C. Kieffer, Maurice Rahe

Publication date 1981

Published in SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0512027

zbMATH Keywords

ergodic theorem for a random sequence of stochastic matricesfinite-state channelinformation sourcestationary channel

Mathematics Subject Classification ID

Stochastic matrices (15B51) Stochastic analysis (60H99) Channel models (including quantum) in information and communication theory (94A40)

Cited in

(6)

• Ergodicity of asymptotically mean stationary channels
• On the structure and diversity of rational beliefs
• Ergodic theorems for extended real-valued random variables
• One-sided asymptotically mean stationary channels
• Lumpings of Markov chains, entropy rate preservation, and higher-order lumpability
• On stochastic stability of a class of non-Markovian processes and applications in quantization

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