Entropy of Hidden Markov Processes and Connections to Dynamical Systems

Released on by Brian Marcus
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  • Entropy of Hidden Markov Processes and Connections to Dynamical Systems Book Detail

  • Author : Brian Marcus
  • Release Date : 2014-05-14
  • Publisher :
  • Genre : Dynamics
  • Pages : 280
  • ISBN 13 : 9781139092883
  • File Size : 88,88 MB
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Entropy of Hidden Markov Processes and Connections to Dynamical Systems by Brian Marcus PDF Summary

Book Description: Hidden Markov processes (HMPs) are important objects of study in many areas of pure and applied mathematics, including information theory, probability theory, dynamical systems and statistical physics, with applications in electrical engineering, computer science and molecular biology. This collection of research and survey papers presents important new results and open problems, serving as a unifying gateway for researchers in these areas. Based on talks given at the Banff International Research Station Workshop, 2007, this volume addresses a central problem of the subject: computation of the Shannon entropy rate of an HMP. This is a key quantity in statistical physics and information theory, characterizing the fundamental limit on compression and closely related to channel capacity, the limit on reliable communication. Also discussed, from a symbolic dynamics and thermodynamical viewpoint, is the problem of characterizing the mappings between dynamical systems which map Markov measures to Markov (or Gibbs) measures, and which allow for Markov lifts of Markov chains.

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Hidden Markov Models and Dynamical Systems

Hidden Markov Models and Dynamical Systems

File Size : 80,80 MB
Total View : 5766 Views
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This text provides an introduction to hidden Markov models (HMMs) for the dynamical systems community. It is a valuable text for third or fourth year undergradu