On the entropy of a hidden Markov process

DOI10.1016/J.TCS.2008.01.012zbMath1142.94004OpenAlexW2043591730WikidataQ43162756 ScholiaQ43162756MaRDI QIDQ932317

Philippe Jacquet, Gadiel Seroussi, Wojciech Szpankowski

Publication date: 10 July 2008

Published in: Theoretical Computer Science (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc2630234

zbMATH Keywords

Shannon entropyRényi entropyhidden Markov processproduct of random matricestop Lyapunov exponentspectral representation of matrices

Mathematics Subject Classification ID

Measures of information, entropy (94A17)

Related Items (15)

Thermodynamics of the binary symmetric channel ⋮ Asymptotics of input-constrained binary symmetric channel capacity ⋮ Some properties of Rényi entropy and Rényi entropy rate ⋮ On entropy production of repeated quantum measurements. II: Examples ⋮ Rate of mutual information between coarse-grained non-Markovian variables ⋮ Loss of memory of hidden Markov models and Lyapunov exponents ⋮ On the entropy of a hidden Markov process ⋮ Stochastic thermodynamics of bipartite systems: transfer entropy inequalities and a Maxwell’s demon interpretation ⋮ Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence ⋮ An upper bound for the largest Lyapunov exponent of a Markovian product of nonnegative matrices ⋮ The entropy of a binary hidden Markov process ⋮ Rényi entropy rate for Gaussian processes ⋮ Shannon entropy rate of hidden Markov processes ⋮ Entropy of hidden Markov processes via cycle expansion ⋮ Effective estimates of Lyapunov exponents for random products of positive matrices

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