On the entropy for semi-Markov processes

DOI10.1239/jap/1067436100zbMath1057.60081OpenAlexW2031467591MaRDI QIDQ4819515

Valérie Girardin, Nikolaos Limnios

Publication date: 27 September 2004

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1067436100

zbMATH Keywords

stationary distributionembedded Markov chainsemi-Markov transition functionrate of entropy

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Markov renewal processes, semi-Markov processes (60K15) Measures of information, entropy (94A17) Continuous-time Markov processes on discrete state spaces (60J27) Statistical aspects of information-theoretic topics (62B10)

Related Items (6)

Entropy Rate and Maximum Entropy Methods for Countable Semi-Markov Chains ⋮ Entropy for semi-Markov processes with Borel state spaces: asymptotic equirepartition properties and invariance principles ⋮ Informational and causal architecture of continuous-time renewal processes ⋮ Uncertainty Quantification for Markov Processes via Variational Principles and Functional Inequalities ⋮ Maximum spacing estimation for continuous time Markov chains and semi-Markov processes ⋮ Quantification of model uncertainty on path-spaceviagoal-oriented relative entropy

Cites Work

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• A Mathematical Theory of Communication
• Estimation of the transition distributions of a Markov renewal process
• The Individual Ergodic Theorem of Information Theory
• Correction Notes: Correction to "The Individual Ergodic Theorem of Information Theory"
• Some informational properties of Markov pure-jump processes
• Estimating the Infinitesimal Generator of a Continuous Time, Finite State Markov Process
• The Basic Theorems of Information Theory
• Semi-Markov processes and reliability

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