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The KullbackLeibler Divergence Rate Between
Ziad Rached, Student Member, IEEE,
Fady Alajaji, Senior Member, IEEE, and
L. Lorne Campbell, Life Fellow, IEEE
Abstract--In this work, we provide a computable expression for the
KullbackLeibler divergence rate lim ( ) between
two time-invariant finite-alphabet Markov sources of arbitrary order and
arbitrary initial distributions described by the probability distributions
and , respectively. We illustrate it numerically and examine its