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| 可列齐次马氏链熵率的指数收敛速度 | |
| 引用本文： | 郝瑞丽,杨卫国,李睿.可列齐次马氏链熵率的指数收敛速度[J].系统科学与数学,2010,30(2):199-204. |
| 作者姓名： | 郝瑞丽 杨卫国 李睿 |
| 作者单位： | 1. 上海交通大学数学系,上海,200240 2. 江苏大学理学院,镇江,212013 3. 太原师范学院数学系,太原,030012 |
| 基金项目： | 国家重点基础研究发展计划，国家自然科学基金(10571076;70671069)资助课题 |
| 摘 要： | 运用Markov不等式和期望、强遍历、δ系数的性质,利用Chang提出的研究指数收敛速度的方法,在给出5个引理的基础上,研究了初始状态给定的一类可列齐次马氏链熵率的收敛速度,推广了Chang的结果. |
| 关 键 词： | 可列齐次马氏链 熵率 收敛速度 强遍历 大偏差. |
| 收稿时间： | 2008-7-17 |
THE EXPONENTIAL CONVERGENCE RATE OF THE SHANNON ENTROPY RATE OF COUNTABLE HOMOGENEOUS MARKOV CHAINS |
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| HAO Ruili,YANG Weiguo,LI Rui.THE EXPONENTIAL CONVERGENCE RATE OF THE SHANNON ENTROPY RATE OF COUNTABLE HOMOGENEOUS MARKOV CHAINS[J].Journal of Systems Science and Mathematical Sciences,2010,30(2):199-204. | |
| Authors: | HAO Ruili YANG Weiguo LI Rui |
| Institution: | (1)Department of Mathematics, Shanghai Jiaotong University, Shanghai 200240;(2)Faculty of Science, Jiangsu University, Zhenjiang 212013;(3)Department of Mathematics, Taiyuan Normal~ College, Taiyuan 030012 |
| Abstract: | In this paper, the convergence rate of the Shannon entropy rate of certain countable homogeneous Markov chain is investigated by using Markov inequality and some properties of expectation, strong ergodicity and delta coefficient, in which the technique in Chang is applied. The obtained results generalize the corresponding results given by Chang. |
| Keywords: | Countable homogeneous Markov chains Shannon entropy rate convergence rate strong ergodicity large deviation |
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