By Pietro Caputo and others

This paper considers the speed of convergence (mixing) of a finite Markov kernel *P* with respect to the Kullback-Leibler divergence (entropy). Given a Markov kernel one defines either a discrete-time Markov chain (with the *n*-step transition kernel given by the matrix power *P^n*) or a continuous-time Markov process (with the... Show more

September 12, 2024

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Entropy Contractions in Markov Chains: Half-Step, Full-Step and Continuous-Time

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