Re:Argonne researchers posit way to locally circumvent Secon...
by beagle3 on Thursday November 03, 2016 @02:38AM
(#12862017)
Cover & Thomas, 2nd Edition, Jul 2006, pg 81, section 4.4 - entropy rate of markov processes, I did not remember all the conditions needed for this to hold, please read if you are interesting.
[0] staff.ustc.edu.cn/~cgong821 /Wiley.Interscience.Elements.of.Information.Theory.Jul.2006.eBook-DDU.pdf seems to have a copy indexed by Google. I suspect it is not legitimate
IIRC, the proof requires the markov chain be irreducible, and extends to the general case by summing over the irreducible parts; and that entropy will stay the same or increase while converging to the stationary distribution over states.
(Although it has now been 20 years since I dealt with these things so I might be misremembering. Time to retread Cover&Thomas I guess...)