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

MaRDI QIDQ4901263zbMATH OpenFDO

Authors Yue Zhang, Weiguo Yang

Publication date 24 January 2013

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)

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(2)

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

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