Different closed-form expressions for generalized entropy rates of Markov chains

DOI10.1007/S11009-018-9679-3zbMATH Open1455.94080OpenAlexW2899508992MaRDI QIDQ2176380FDOQ2176380

Authors: Philippe Regnault, Valérie Girardin, Loïck Lhote 

Publication date: 4 May 2020

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-018-9679-3

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zbMATH Keywords

ergodic Markov chainentropy rateentropy distributionquasi-limit distribution

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Measures of information, entropy (94A17) Positive matrices and their generalizations; cones of matrices (15B48) Positive linear operators and order-bounded operators (47B65)

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Cited In (2)

• Decision theory and large deviations for dynamical hypotheses tests: the Neyman-Pearson lemma, min-max and Bayesian tests
• Weighted closed form expressions based on escort distributions for Rényi entropy rates of Markov chains

Uses Software

• R

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