The Generalized Entropy Ergodic Theorem for Nonhomogeneous Markov Chains

Zhongzhi Wang and Weiguo Yang ()
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Zhongzhi Wang: Anhui University of Technology
Weiguo Yang: Jiangsu University

Journal of Theoretical Probability, 2016, vol. 29, issue 3, 761-775

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

Keywords: Nonhomogeneous Markov chains; Generalized entropy ergodic theorem; Almost-everywhere convergence; 60F15; 94A37 (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1007/s10959-015-0597-9

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