Analyticity of entropy rate in families of hidden markov chains.
Guangyue HanBrian H. MarcusPublished in: ISIT (2005)
Keyphrases
- markov chain
- steady state
- finite state
- transition probabilities
- probabilistic automata
- markov process
- monte carlo
- state space
- markov processes
- stationary distribution
- random walk
- markov model
- stochastic process
- monte carlo method
- transition matrix
- relative entropy
- mutual information
- monte carlo simulation
- sample path
- information theoretic
- finite automata
- queue length
- assemble to order systems