Markov Channels are Asymptotically Mean Stationary

DOI10.1137/0512027zbMath0475.94008OpenAlexW2020965286MaRDI QIDQ3931170

Maurice Rahe, John Cronan Kieffer

Publication date: 1981

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0512027

zbMATH Keywords

information sourcestationary channelfinite-state channelergodic theorem for a random sequence of stochastic matrices

Mathematics Subject Classification ID

Channel models (including quantum) in information and communication theory (94A40) Stochastic analysis (60H99) Stochastic matrices (15B51)

Related Items (6)

On the structure and diversity of rational beliefs ⋮ Ergodic theorems for extended real-valued random variables ⋮ On Stochastic Stability of a Class of non-Markovian Processes and Applications in Quantization ⋮ One-sided asymptotically mean stationary channels ⋮ Ergodicity of asymptotically mean stationary channels ⋮ Lumpings of Markov chains, entropy rate preservation, and higher-order lumpability

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