Asymptotics of entropy rate of hidden Markov chains at weak Black Holes.
Guangyue HanBrian H. MarcusPublished in: ISIT (2008)
Keyphrases
- markov chain
- steady state
- finite state
- stationary distribution
- random walk
- monte carlo
- transition probabilities
- stochastic process
- markov process
- monte carlo simulation
- state space
- monte carlo method
- markov model
- mutual information
- markov processes
- information theory
- confidence intervals
- information theoretic
- transition matrix
- probabilistic automata
- relative entropy
- algo rithm