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Convergence of Markov Chains in Information Divergence |
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| Authors: | Peter Harremoës Klaus Kähler Holst |
| Institution: | (1) Quantum Computing and Advanced Systems Research Centre for Mathematics and Computer Science (CWI), Amsterdam, The Netherlands;(2) Department of Biostatistics, University of Copenhagen, Copenhagen, Denmark |
| 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. |
| Keywords: | Information divergence Increasing information Decreasing information Markov chain Reversible Markov chain Ergodic theorems |
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