Entropy of hidden Markov processes and connections to dynamical systems

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, characterising 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 when mappings between dynamical systems map Markov measures to Markov (or Gibbs) measures or allow for Markov lifts of Markov chains"--

Subjects

Series Statement

• London Mathematical Society lecture note series -- 385

Links

• Cover image

Other Editions

• Entropy of hidden Markov processes and connections to dynamical systems: papers from the Banff International Research Station workshop, October 2007Cambridge University Press2011-01-01
• Entropy of Hidden Markov Processes and Connections to Dynamical SystemsCambridge University Press2011-01-01
• Entropy of Hidden Markov Processes and Connections to Dynamical SystemsCambridge University Press2011-01-01
• Entropy of Hidden Markov Processes and Connections to Dynamical SystemsCambridge University Press2011-01-01
• Entropy of Hidden Markov Processes and Connections to Dynamical SystemsCambridge University Press2011-01-01
• Entropy of Hidden Markov Processes and Connections to Dynamical SystemsCambridge University Press2011-01-01