马氏环境中马氏链的Shannon-McMillan-Breiman定理

Shannon-McMillan-Breiman Theorem for Markov Chains in Markovian Environments

  • 摘要: 本文给出了随机环境中的可数状态马氏链的Shannon-McMillan-Breiman定理,这自然是熟知的有限状态时齐马氏链相应结果的拓广。

     

    Abstract: In this paper, we give Shannon-McMillan- Breiman theorem for countable Markov chains in markovian environments. This result is naturally generalization of the corresponding result for time-homogeneous Markov chains with finite state space.

     

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