Entropy Rate for Hidden Markov Chains with rare transitions
Information Theory
2010-12-10 v1 math.IT
Probability
Abstract
We consider Hidden Markov Chains obtained by passing a Markov Chain with rare transitions through a noisy memoryless channel. We obtain asymptotic estimates for the entropy of the resulting Hidden Markov Chain as the transition rate is reduced to zero.
Keywords
Cite
@article{arxiv.1012.2086,
title = {Entropy Rate for Hidden Markov Chains with rare transitions},
author = {Yuval Peres and Anthony Quas},
journal= {arXiv preprint arXiv:1012.2086},
year = {2010}
}
Comments
To appear in Hidden Markov Processes by Marcus, Petersen and Weissman (eds); CUP