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A NOTE ON RÉNYI'S ENTROPY RATE FOR TIME-INHOMOGENEOUS MARKOV CHAINS
Published online by Cambridge University Press: 05 December 2018
Abstract
In this note, we use the Perron–Frobenius theorem to obtain the Rényi's entropy rate for a time-inhomogeneous Markov chain whose transition matrices converge to a primitive matrix. As direct corollaries, we also obtain the Rényi's entropy rate for asymptotic circular Markov chain and the Rényi's divergence rate between two time-inhomogeneous Markov chains.
Keywords
- Type
- Research Article
- Information
- Probability in the Engineering and Informational Sciences , Volume 33 , Issue 4 , October 2019 , pp. 579 - 590
- Copyright
- Copyright © Cambridge University Press 2018