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Paper: Convergence of Markov Chains in Information Divergence
Abstract
Information theoretic methods are used to prove convergence in information divergence of reversible Markov chains. Also some ergodic theorems for information divergence are proved.
Citation
@Article{Harremoes:2009hl,
Title = {Convergence of Markov Chains in Information Divergence},
Author = {Peter Harremoësand Klaus K. Holst},
Journal = {Journal of Theoretical Probability},
Year = 2009,
Month = 03,
Number = 1,
Pages = {186--202},
Volume = 22,
Abstract = {Information theoretic methods are used to prove
convergence in information divergence of reversible
Markov chains. Also some ergodic theorems for
information divergence are proved.},
Doi = {10.1007/s10959-007-0133-7},
}