摘要
利用分析法研究了马氏链相对熵密度的若干极限性质，推广了Shannon—McMillan的极限定理，改进并推广了文[1]～[3]的主要结果，建立了新的有限非齐次马尔可夫链的强极限定理．
The many properties of the relative entropy density were studied by using analysis method. The theorems of Shannon-McMillan were extended. Main results of article [ 1 ] - [ 3 ] were improved. The strong limit theorems of finite nonhomogeneous Markov chain were set up.
出处
《南阳师范学院学报》
CAS
2007年第3期14-17,共4页
Journal of Nanyang Normal University
关键词
强极限定理
马尔可夫链
熵
相对熵密度
strong limit theorem
Markov chain
entropy
relative entropy density
