Structure and randomness of continuous-time, discrete-event processes

DOI10.1007/S10955-017-1859-YzbMATH Open1386.82002arXiv1704.04707OpenAlexW3105867463MaRDI QIDQ1685489FDOQ1685489

James P. Crutchfield, Sarah Marzen

Publication date: 14 December 2017

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical complexity of stochastic processes generated by finite unifilar hidden semi-Markov models---memoryful, state-dependent versions of renewal processes. Calculating these quantities requires introducing novel mathematical objects ({epsilon}-machines of hidden semi-Markov processes) and new information-theoretic methods to stochastic processes.

Full work available at URL: https://arxiv.org/abs/1704.04707

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zbMATH Keywords

statistical complexitycausal statesentropy ratehidden Markov processesepsilon-machines

Mathematics Subject Classification ID

Coding theorems (Shannon theory) (94A24) Foundations of equilibrium statistical mechanics (82B03) Foundations of stochastic processes (60G05)

Cites Work

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Cited In (13)

• Discovering causal structure with reproducing-kernel Hilbert space \(\epsilon\)-machines
• On principles of emergent organization
• Strong and weak optimizations in classical and quantum models of stochastic processes
• Properties of the statistical complexity functional and partially deterministic HMMs
• Spectral simplicity of apparent complexity. I. The nondiagonalizable metadynamics of prediction
• Stochastik – Struktur im Zufall
• Reductions of hidden information sources
• Topology, convergence, and reconstruction of predictive states
• On time-invariant realizations of discrete random processes
• Prediction and dissipation in nonequilibrium molecular sensors: conditionally Markovian channels driven by memoryful environments
• Optimality and complexity in measured quantum-state stochastic processes
• Informational and causal architecture of continuous-time renewal processes
• Random discretization of stationary continuous time processes

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