An existence theorem for sample relative entropy rate of non-homogeneous Markov chains

zbMATH Open1265.60139MaRDI QIDQ4901263FDOQ4901263

Authors: Yue Zhang, Weiguo Yang 

Publication date: 24 January 2013

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zbMATH Keywords

non-homogeneous Markov chainsrelative entropy rateabsolute mean convergence

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cited In (2)

• A theorem for non-homogeneous Markov chains
• Strong law of large numbers for generalized sample relative entropy of non homogeneous Markov chains

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