Analyticity of Entropy Rate in Families of Hidden Markov Chains (II).
Guangyue HanBrian H. MarcusPublished in: ISIT (2006)
Keyphrases
- markov chain
- steady state
- finite state
- transition probabilities
- stochastic process
- markov processes
- random walk
- markov model
- state space
- monte carlo
- markov process
- information theoretic
- stationary distribution
- information theory
- mutual information
- monte carlo simulation
- transition matrix
- confidence intervals
- monte carlo method
- sample path
- assemble to order systems
- higher order