Exponential bounds for convergence of entropy rate approximations in hidden Markov models satisfying a path-mergeability condition

DOI10.1016/j.spa.2014.07.011zbMath1300.60084arXiv1211.6181OpenAlexW2963786555MaRDI QIDQ744238

Nicholas F. Travers

Publication date: 6 October 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.6181

zbMATH Keywords

hidden Markov modelexponential convergenceentropy ratepath-mergeable states

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Measures of information, entropy (94A17)

Related Items (2)

Spectral simplicity of apparent complexity. I. The nondiagonalizable metadynamics of prediction ⋮ Shannon entropy rate of hidden Markov processes

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