Exponential convergence rate in entropy

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  • School of Mathematical Sciences, Beijing Normal University, Beijing 100875, China;

Published date: 05 Sep 2007

Abstract

The exponential convergence rate in entropy is studied for symmetric forms, with a special attention to the Markov chain with a state space having two points only. Some upper and lower bounds of the rate are obtained and ?ve examples with precise or qualitatively exact estimates are presented.

Cite this article

Mu-Fa Chen . Exponential convergence rate in entropy[J]. Frontiers of Mathematics in China, 2007 , 2(3) : 329 -358 . DOI: 10.1007/s11464-007-0022-5

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