Mackey, Michael C.; Tyran-Kamińska, Marta - In: Physica A: Statistical Mechanics and its Applications 365 (2006) 2, pp. 360-382
We study the convergence properties of the conditional (Kullback–Leibler) entropy in stochastic systems. We have proved general results showing that asymptotic stability is a necessary and sufficient condition for the monotone convergence of the conditional entropy to its maximal value of...