ESTIMATION OF THE ENTROPY RATE OF ERGODIC MARKOV CHAINS

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YARI GHOLAM HOSEIN; NIKOORAVESH ZOHRE

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Journal: JOURNAL OF THE IRANIAN STATISTICAL SOCIETY (JIRSS) Year:2012 | Volume:11 | Issue:1 Page(s): 75-85

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Title

ESTIMATION OF THE ENTROPY RATE OF ERGODIC MARKOV CHAINS

Author(s)

YARI GHOLAM HOSEIN | NIKOORAVESH ZOHRE | Issue Writer Certificate

Keywords

ENTROPY RATEQ4

ERGODIC MARKOV CHAINQ4

EXPONENTIAL CONVERGENCEQ4

SIMULATIONQ4

Abstract

In this paper an approximation for ENTROPY RATE of an ERGODIC MARKOV CHAIN via sample path SIMULATION is calculated. Although there is an explicit form of the ENTROPY RATE here, the exact computational method is laborious to apply. It is demonstrated that the estimated ENTROPY RATE of Markov chain via sample path not only converges to the correct ENTROPY RATE but also does it exponentially fast.

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APA: Copy

YARI, GHOLAM HOSEIN, & NIKOORAVESH, ZOHRE. (2012). ESTIMATION OF THE ENTROPY RATE OF ERGODIC MARKOV CHAINS. JOURNAL OF THE IRANIAN STATISTICAL SOCIETY (JIRSS), 11(1), 75-85. SID. https://sid.ir/paper/117854/en

Vancouver: Copy

YARI GHOLAM HOSEIN, NIKOORAVESH ZOHRE. ESTIMATION OF THE ENTROPY RATE OF ERGODIC MARKOV CHAINS. JOURNAL OF THE IRANIAN STATISTICAL SOCIETY (JIRSS)[Internet]. 2012;11(1):75-85. Available from: https://sid.ir/paper/117854/en

IEEE: Copy

GHOLAM HOSEIN YARI, and ZOHRE NIKOORAVESH, “ESTIMATION OF THE ENTROPY RATE OF ERGODIC MARKOV CHAINS,” JOURNAL OF THE IRANIAN STATISTICAL SOCIETY (JIRSS), vol. 11, no. 1, pp. 75–85, 2012, [Online]. Available: https://sid.ir/paper/117854/en

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