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arXiv · 1501.03899

The Generalized Entropy Ergodic Theorem for Nonhomogeneous Markov Chains

Zhongzhi Wang·Weiguo Yang
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Abstract

Let $(ξ_n)_{n=0}^\infty$ be a nonhomogeneous Markov chain taking values from finite state-space of $\mathbf{X}=\{1,2,\ldots,b\}$. In this paper, we will study the generalized entropy ergodic theorem with almost-everywhere and $\mathcal{L}_1$ convergence for nonhomogeneous Markov chains, which generalizes the corresponding classical results for the Markov chains.

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Zhongzhi Wang, Weiguo Yang. 2015-01-16. The Generalized Entropy Ergodic Theorem for Nonhomogeneous Markov Chains. https://arxiv.org/abs/1501.03899

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