Abstract
This chapter extends many of the basic properties of relative entropy to sequences of random variables and to processes. Several limiting properties of entropy rates are proved and a mean ergodic theorem for relative entropy densities is given. The principal ergodic theorems for relative entropy and information densities in the general case are given in the next chapter.
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© 1990 Springer Science+Business Media New York
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Gray, R.M. (1990). Relative Entropy Rates. In: Entropy and Information Theory. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-3982-4_7
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DOI: https://doi.org/10.1007/978-1-4757-3982-4_7
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4757-3984-8
Online ISBN: 978-1-4757-3982-4
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