Entropy Rate and Maximum Entropy Methods for Countable Semi-Markov Chains

DOI10.1081/STA-120028687MaRDI QIDQ3155281zbMATH OpenFDO

Authors Valérie Girardin, N. Limnios

Publication date 14 January 2005

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Strong limit theorems (60F15) Markov renewal processes, semi-Markov processes (60K15)

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• Correction Notes: Correction to "The Individual Ergodic Theorem of Information Theory"
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• On Information and Sufficiency
• On convergence of information in spaces with infinite invariant measure
• On the entropy for semi-Markov processes
• Optimal simultaneous detection and estimation of filtered discrete semi-Markov chains
• The Basic Theorems of Information Theory
• The Individual Ergodic Theorem of Information Theory

Cited in

(12)

• A sum-over-paths extension of edit distances accounting for all sequence alignments
• On the maximum entropy principle for uniformly ergodic Markov chains
• A Monte Carlo estimation of the entropy for Markov chains
• Randomized Shortest-Path Problems: Two Related Models
• Rényi entropy rate for Gaussian processes
• Different closed-form expressions for generalized entropy rates of Markov chains
• Maximum entropy for countable Markov chains
• Entropy for semi-Markov processes with Borel state spaces: asymptotic equirepartition properties and invariance principles
• Entropy maximization for Markov and semi-Markov processes
• On the entropy for semi-Markov processes
• The exponential convergence rate of the Shannon entropy rate of countable homogeneous Markov chains
• scientific article; zbMATH DE number 6990779 (Why is no real title available?)

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