An extension of Shannon-McMillan theorem and some limit properties for nonhomogeneous Markov chains

Stochastic Processes and their Applications

Volumn 61, Issue 1, 1996, Pages 129-145

  Wen, Liu ^a   Weiguo, Yang ^b  

^a HEBEI UNIVERSITY OF TECHNOLOGY   (China)

^b Hebei Coal Mining Civ Eng Inst   (China)

Author keywords

Almost everywhere convergence; Limit theorem; Nonhomogeneous Markov chains; Relative entropy density; Shannon McMillan theorem

Indexed keywords

EID: 0029690375     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4149(95)00068-2     Document Type: Article

References (9)

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