Related papers: The Entropy of Conditional Markov Trajectories
We study a class of dynamical systems generated by random substitutions, which contains both intrinsically ergodic systems and instances with several measures of maximal entropy. In this class, we show that the measures of maximal entropy…
Thermalization is one of the most important phenomena in statistical physics. Often, the transition probabilities between different states in the phase space is or can be approximated by constants. In this case, the system can be described…
For a network of discrete states with a periodically driven Markovian dynamics, we develop an inference scheme for an external observer who has access to some transitions. Based on waiting-time distributions between these transitions, the…
Entropy estimation is a fundamental problem in information theory that has applications in various fields, including physics, biology, and computer science. Estimating the entropy of discrete sequences can be challenging due to limited data…
In the investigation of limits of Markov chains, the presence of states which become instantaneous states in the limit may prevent the convergence of the chain in the Skorohod topology. We present in this article a weaker topology adapted…
In this paper, we continue the investigation of quantum Markov states (QMS) and define their mean entropies. Such entropies are explicitly computed under certain conditions. The present work takes a huge leap forward at tackling one of the…
A mixing Markov chain is proved to be realized as a random walk in a directed graph subject to a synchronizing road coloring. The result ensures existence of appropriate random mappings in Propp--Wilson's coupling from the past. The proof…
We study Markov tree-shifts given by $k$ transition matrices, one for each of its $k$ directions. We provide a method to characterize the complexity function for these tree-shifts, used to calculate the tree entropies defined by Ban and…
A lumping of a Markov chain is a coordinate-wise projection of the chain. We characterise the entropy rate preservation of a lumping of an aperiodic and irreducible Markov chain on a finite state space by the random growth rate of the…
We consider a class of discrete time Markov chains with state space [0,1] and the following dynamics. At each time step, first the direction of the next transition is chosen at random with probability depending on the current location. Then…
Entropy production characterizes the thermodynamic irreversibility and reflects the amount of heat dissipated into the environment and free energy lost in nonequilibrium systems. According to the thermodynamic uncertainty relation, we…
We prove that under mild positivity assumptions the entropy rate of a hidden Markov chain varies analytically as a function of the underlying Markov chain parameters. A general principle to determine the domain of analyticity is stated. An…
We study the problem of synthesizing a policy that maximizes the entropy of a Markov decision process (MDP) subject to a temporal logic constraint. Such a policy minimizes the predictability of the paths it generates, or dually, maximizes…
This paper addresses the problem of measuring complexity from embedded attractors as a way to characterize changes in the dynamical behaviour of different types of systems by observing their outputs. With the aim of measuring the stability…
This paper is concerned with the development of rigorous approximations to various expectations associated with Markov chains and processes having non-stationary transition probabilities. Such non-stationary models arise naturally in…
We present a closed-form, computable expression for the expected number of times any transition event occurs during the transient phase of a reducible Markov chain. Examples of events include time to absorption, number of visits to a state,…
For a Markov chain $Y$ with values in a Polish space, consider the entrance Markov chain obtained by sampling $Y$ at the moments when it enters a fixed set $A$ from its complement $A^c$. Similarly, consider the exit Markov chain, obtained…
We define a new quantitative measure for an arbitrary factorial language: the entropy of a random walk in the prefix tree associated with the language; we call it Markov entropy. We relate Markov entropy to the growth rate of the language…
In any Markov chain with finite state space the distribution of transition records always belongs to the exponential family. This observation is used to prove a fluctuation theorem, and to show that the dynamical entropy of a stationary…
In this work, we study a natural nonparametric estimator of the transition probability matrices of a finite controlled Markov chain. We consider an offline setting with a fixed dataset, collected using a so-called logging policy. We develop…