Exponential bounds for convergence of entropy rate approximations in hidden Markov models satisfying a path-mergeability condition
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Publication:744238
DOI10.1016/j.spa.2014.07.011zbMath1300.60084arXiv1211.6181OpenAlexW2963786555MaRDI QIDQ744238
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
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Measures of information, entropy (94A17)
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Spectral simplicity of apparent complexity. I. The nondiagonalizable metadynamics of prediction ⋮ Shannon entropy rate of hidden Markov processes
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