Abstract
AbstractIn 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.
Publisher
Cambridge University Press (CUP)
Subject
Industrial and Manufacturing Engineering,Management Science and Operations Research,Statistics, Probability and Uncertainty,Statistics and Probability