| 信息熵的收敛性与收敛速度 |
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| 引用本文： | 詹卫许,邹捷中.信息熵的收敛性与收敛速度[J].数学理论与应用,2000,20(2):109-111. |
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| 作者姓名： | 詹卫许 邹捷中 |
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| 作者单位： | 长沙铁道学院科研所 |
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| 摘 要： | 本讨论了连续时间，状态空间有限的马氏过程的信息熵的收敛性质，给出了可测转移矩阵的极限形式，得出具有可测转移矩阵的马氏过程的信息熵在时间趋于无穷大时存在且有限，对于具有强遍历转移函数的马氏过程的信息熵按多项式一致收敛。
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| 关 键 词： | 信息熵 强遍历 收敛性 收敛速度 马氏过程 |
THE CONVERGENCE PRINCIPLE CONVERENCE RATE OF ENTROPY OF MARKOV PROCESSES |
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| Zhan Weixu Zou Jiezhong Yuan Chenggui.THE CONVERGENCE PRINCIPLE CONVERENCE RATE OF ENTROPY OF MARKOV PROCESSES[J].Mathematical Theory and Applications,2000,20(2):109-111. |
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| Authors: | Zhan Weixu Zou Jiezhong Yuan Chenggui |
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| Abstract: | In this paper we discussed the convergence principle of the continuous-time and finite-states Markov processes,gave the limit of the measurable transition matrix,got that the limit of the entropy of the continuous-time and finite-states Markov processes existed and was finite when time was infinite,and that strongly ergodic Markov processes converged uniformly to polynomial. |
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| Keywords: | Entropy Strongly ergodic convergence uniformly polynomial |
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