关于非齐次马氏链的一个定理

给出了Csiszar和Krner关于独立随机变量序列的一个定理的一个推广,该定理的推论是关于相对熵的,在统计假设检验及编码理论中起着重要的作用.利用非齐次马氏链的一个强大数定律将这个定理推广到非齐次马氏链上.

A theorem for nonhomogeneous Markov chains

The purpose of this paper is to give a generalization of a theorem about independent random variables that has been provided by Csiszar and K¨orner. The corollary of this theorem is about relative entropy, which plays an important role in statistical hypothesis testing and coding theory. The theorem is generalized to the non-homogeneous Markov chains by using its strong law of large numbers.