Structure and Randomness of Continuous-Time, Discrete-Event Processes
نویسندگان
چکیده
منابع مشابه
Structure and Randomness of Continuous-Time Discrete-Event Processes
Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process’ intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical complexity of stochastic processes generated by finite unifilar hidden semi-Markov models—memoryful, state-dependent versions of renewal processes. Calculati...
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ژورنال
عنوان ژورنال: Journal of Statistical Physics
سال: 2017
ISSN: 0022-4715,1572-9613
DOI: 10.1007/s10955-017-1859-y