Convergence of Markov chains in information divergence

DOI10.1007/S10959-007-0133-7MaRDI QIDQ1014048zbMATH OpenOpenAlexFDO

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

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)

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• Binomial and Poisson distributions as maximum entropy distributions
• Entropy and the Law of Small Numbers
• Entropy and the central limit theorem
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• I-divergence geometry of probability distributions and minimization problems
• Information projections revisited
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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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