Shannon-McMillan-Breiman Theorem for Markov Chains in Markovian Environments
Dafan Fang · Chinese Journal of Applied Probability and Statisties · 2000
In this paper, we give Shannon-McMillan- Breiman theorem for countable Markov chains in markovian environments. This result is naturally generalization of the corresponding result for time-homogeneous Markov chains with finite state space.