Lumpings of Markov chains, entropy rate preservation, and higher-order lumpability

zbMath1309.60077arXiv1212.4375MaRDI QIDQ5176524

Bernhard C. Geiger, Christoph Temmel

Publication date: 26 February 2015

Full work available at URL: https://arxiv.org/abs/1212.4375

zbMATH Keywords

Markov chainslumpingentropy rate lossfunctional hidden Markov model

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40) Sample path properties (60G17) Measures of information, entropy (94A17)

Related Items (1)

Estimates of some characteristics of multidimensional birth-and-death processes

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