Analyticity of Entropy Rate of Hidden Markov Chains.
Guangyue HanBrian H. MarcusPublished in: IEEE Trans. Inf. Theory (2006)
Keyphrases
- markov chain
- steady state
- transition probabilities
- finite state
- monte carlo simulation
- state space
- probabilistic automata
- monte carlo
- markov process
- monte carlo method
- markov processes
- random walk
- stationary distribution
- stochastic process
- transition matrix
- markov model
- mutual information
- sample path
- information theoretic
- relative entropy
- information theory
- context free grammars
- dynamic programming
- model selection
- algo rithm