Rényi Divergence rates of Ergodic Markov Chains: existence, explicit expressions and properties.

Valérie Girardin Philippe Regnault

Published in: ISIT (2020)

Keyphrases

markov chain
steady state
explicit expressions
stationary distribution
markov process
finite state

transition probabilities
monte carlo
monte carlo method
markov processes
monte carlo simulation

random walk
stochastic process
markov model
state space
queue length

sample path
confidence intervals
queueing networks
relative entropy
transition matrix