Conditional law of large numbers and entropy of Markov processes

DOI10.1142/S0219025720500113zbMath1454.60108OpenAlexW3084641595MaRDI QIDQ5132462

Jinwen Chen, Sen Dan

Publication date: 12 November 2020

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219025720500113

zbMATH Keywords

entropyquasi-compact operatorMarkov processconditional law of large numbersconditional limit

Mathematics Subject Classification ID

Strong limit theorems (60F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Ergodic theorems, spectral theory, Markov operators (37A30) Transition functions, generators and resolvents (60J35)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Non-negative matrices and Markov chains. 2nd ed
• R-theory for Markov chains on a general state space. I: Solidarity properties and R-recurrent chains
• Quasi-compactness and uniform ergodicity of positive operators
• Quasi-stationary distributions for discrete-state models
• Ergodic properties of nonnegative matrices. I
• Quasi-positive operators
• Quasi-compactness and absolutely continuous kernels
• Markov Chains and Stochastic Stability
• Exponential decay and ergodicity of general Markov processes and their discrete skeletons
• Asymptotic evaluation of certain Markov process expectations for large time—III
• On quasi-stationary distributions in discrete-time Markov chains with a denumerable infinity of states
• An introduction to the theory of large deviations
• Limit theorems for Markov chains and stochastic properties of dynamical systems by quasi-compactness

This page was built for publication: Conditional law of large numbers and entropy of Markov processes