Analyticity of Entropy Rate of Hidden Markov Chains
Guangyue HanBrian H. MarcusPublished in: CoRR (2005)
Keyphrases
- markov chain
- steady state
- finite state
- markov process
- transition probabilities
- monte carlo
- markov processes
- stationary distribution
- stochastic process
- monte carlo simulation
- state space
- random walk
- sample path
- monte carlo method
- markov model
- mutual information
- information theory
- information theoretic
- probabilistic automata
- queueing theory
- stochastic processes
- learning algorithm
- sample size
- pattern matching
- algo rithm