Convergence of Markov chains in information divergence

DOI10.1007/S10959-007-0133-7zbMATH Open1169.60016OpenAlexW2058409688MaRDI QIDQ1014048FDOQ1014048

Authors: Peter Harremoës, Klaus Kähler Holst 

Publication date: 24 April 2009

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-007-0133-7

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zbMATH Keywords

Markov chainergodic theoremsinformation divergencereversible Markov chaindecreasing informationincreasing information

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Information theory (general) (94A15) Strong limit theorems (60F15)

Cites Work

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Cited In (5)

• Freezing phase transition in a fractal potential
• The maximum entropy rate description of a thermodynamic system in a stationary non-equilibrium state
• Information in Probability: Another Information-Theoretic Proof of a Finite de Finetti Theorem
• Convergence of probability measures and Markov decision models with incomplete information
• Maximum entropy on compact groups

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