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

DOI10.1081/STA-120028687zbMATH Open1114.60069MaRDI QIDQ3155281FDOQ3155281

Authors: Valérie Girardin, N. Limnios 

Publication date: 14 January 2005

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

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Mathematics Subject Classification ID

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

Cites Work

• On Information and Sufficiency
• Ergodic theory for discrete semi-Markov chains
• The Basic Theorems of Information Theory
• The Individual Ergodic Theorem of Information Theory
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Note on the Ergodic Theorem of Information Theory
• Entropy of conservative transformations
• Estimating the Infinitesimal Generator of a Continuous Time, Finite State Markov Process
• Correction Notes: Correction to "The Individual Ergodic Theorem of Information Theory"
• On the entropy for semi-Markov processes
• On convergence of information in spaces with infinite invariant measure
• Optimal simultaneous detection and estimation of filtered discrete semi-Markov chains

Cited In (12)

• On the entropy for semi-Markov processes
• Rényi entropy rate for Gaussian processes
• On the maximum entropy principle for uniformly ergodic Markov chains
• Different closed-form expressions for generalized entropy rates of Markov chains
• Title not available (Why is that?)
• Randomized Shortest-Path Problems: Two Related Models
• Maximum entropy for countable Markov chains
• A sum-over-paths extension of edit distances accounting for all sequence alignments
• A Monte Carlo estimation of the entropy for Markov chains
• Entropy maximization for Markov and semi-Markov processes
• Entropy for semi-Markov processes with Borel state spaces: asymptotic equirepartition properties and invariance principles
• The exponential convergence rate of the Shannon entropy rate of countable homogeneous Markov chains

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