Compressing redundant information in Markov chains
概率论
2007-05-23 v2
摘要
Given a strongly stationary Markov chain and a finite set of stopping rules, we prove the existence of a polynomial algorithm which projects the Markov chain onto a minimal Markov chain without redundant information. Markov complexity is hence defined and tested on some classical problems.
引用
@article{arxiv.math/0605099,
title = {Compressing redundant information in Markov chains},
author = {Giacomo Aletti},
journal= {arXiv preprint arXiv:math/0605099},
year = {2007}
}
备注
8 pages, 1 figure