Entropy for semi-Markov processes with Borel state spaces: asymptotic equirepartition properties and invariance principles

DOI10.3150/bj/1151525134zbMath1114.60070OpenAlexW2000781606MaRDI QIDQ850760

Nikolaos Limnios, Valérie Girardin

Publication date: 6 November 2006

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1151525134

zbMATH Keywords

functional central limit theoremrelative entropyinvariance principlesemi-Markov processesfunctional law of the iterated logarithmShannon-McMillan theorementropy rateShannon-McMillan-Breiman theoremasymptotic equirepartition property

Mathematics Subject Classification ID

Strong limit theorems (60F15) Markov renewal processes, semi-Markov processes (60K15) Functional limit theorems; invariance principles (60F17) (L^p)-limit theorems (60F25)

Related Items (3)

Estimation of stationary probability of semi-Markov chains ⋮ Age-usage semi-Markov models ⋮ Minimum divergence estimators for the Radon–Nikodym derivatives of the semi-Markov kernel

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