The Generalized Entropy Ergodic Theorem for Nonhomogeneous Markov Chains

Zhongzhi Wang, Weiguo Yang

Let $({\xi }_n{)}_{n=0}^{\infty }$ be a nonhomogeneous Markov chain taking values from finite state-space of $\mathbf{X}=\{1,2,\dots ,b\}$. In this paper, we will study the generalized entro…