Entropy of Hidden Markov Processes and Connections to Dynamical Systems / Najlacnejšie knihy
Entropy of Hidden Markov Processes and Connections to Dynamical Systems

Kód: 04360081

Entropy of Hidden Markov Processes and Connections to Dynamical Systems

Autor Brian Marcus

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 electri ... celý popis

108.94


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Anotácia knihy

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 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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Zaradenie knihy Knihy po anglicky Reference, information & interdisciplinary subjects Research & information: general Information theory

108.94

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