a Islamic Azad University, Science & Research Branch, Department of Statistics, P.O. Box 14155-4933, Tehran 1477893855, Iran b Tarbiat Moallem University, Tehran, Iran c University of Science and Technology, Tehran, Iran
Abstract:
In this paper, we define the conditional Rényi entropy and show that the so-called chain rule holds for the Rényi entropy. Then, we introduce a relation for the rate of Rényi entropy and use it to derive the rate of the Rényi entropy for an irreducible-aperiodic Markov chain. We also show that the bound for the Rényi entropy rate is simply the Shannon entropy rate.