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

DOI10.1007/S11009-018-9679-3MaRDI QIDQ2176380zbMATH OpenOpenAlexFDO

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

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

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