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.
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