Order Estimation of Markov Chains

DOI10.1109/TIT.2005.844093MaRDI QIDQ3547398zbMATH OpenFDO

Authors Gusztáv Morvai, Benjamin Weiss

Publication date 21 December 2008

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0711.0472

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Markov processes (60J99)

Abstract: We describe estimators $ch{i}_n(X_0,X_1,\mathrm{...},X_n)$, which when applied to an unknown stationary process taking values from a countable alphabet $calX$, converge almost surely to $k$ in case the process is a $k$-th order Markov chain and to infinity otherwise.

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