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| Limit properties for divergence of Markov processes |
Faculty of Science, Jiangsu University, Zhenjiang, Jiangsu 212013, China）
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Abstract A sequence of random variables take values in the finite alphabet set, assuming a nonhomogeneous Markov chains under a probability measure P and a homogeneous Markov chains under a probability measure Q. The AEP for Markov information and the uniform integrability of random variable sequences are applied to give the limit properties for the divergence of Markov processes and the limit is computed. An extension of the conclusion for the case of m order Markov chains is given.
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2008, Vol. 29 
