摘要
本文引进有限非齐次马氏链随机条件熵的概念，研究这个概念与相对熵密度的关系，并通过数列的绝对平均收敛的概念给出有限非齐次马氏链的相对频率、相对熵密度和平均随机条件熵ａ．ｅ．收敛于常数及有限非齐次马氏链熵率存在的条件。
In this paper, the notion of random conditional entropy of finite nonhomogeneous markov chains is introduced, and the relation between this notion and the relative entropy density is studied. The condition of existence of the entropy rate of nonhomogeneous markov chains {X_n} and the conditions in which the relative frequency, the relative entropy density and the average random conditional entropy density and the average random conditional entropy of {X_n) are a.e. convergence to a constant are given by using the notion of absolute convergence in mean of the sequence.
出处
《应用数学学报》
CSCD
北大核心
1995年第2期234-247,共14页
Acta Mathematicae Applicatae Sinica
基金
河北省自然科学基金
关键词
马氏链
相对熵密度
随机条件熵
极限定理
Nonhomogeneous Markov chains, relative entropy density,random conditional entropy, a.e. convergence
