The Generalized Entropy Ergodic Theorem for Nonhomogeneous Markov Chains

Zhongzhi Wang; Weiguo Yang

The Generalized Entropy Ergodic Theorem for Nonhomogeneous Markov Chains

Probability 2015-01-19 v1

Authors: Zhongzhi Wang , Weiguo Yang

Abstract

Let $(\xi_n)_{n=0}^\infty$ 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.

Keywords

markov chain ergodic theory markov chain monte carlo

Cite

@article{arxiv.1501.03899,
  title  = {The Generalized Entropy Ergodic Theorem for Nonhomogeneous Markov Chains},
  author = {Zhongzhi Wang and Weiguo Yang},
  journal= {arXiv preprint arXiv:1501.03899},
  year   = {2015}
}

Comments

13 pages,This paper has been accepted for publication in Journal of Theoretical Probability

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