Entropy of hidden Markov processes and connections to dynamical systems : papers from the Banff International Research Station workshop / edited by Brian Marcus, Karl Petersen, Tsachy Weissman.

"Hidden Markov processes (HMPs) are important objects of study in many areas of pure and applied mathematics, including information theory, probability theory, dynamical systems and statistical physics, with applications in electrical engineering, computer science and molecular biology. This collect...

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Bibliographic Details
Corporate Author: Banff International Research Station for Mathematics Innovation & Discovery
Other Authors: Marcus, Brian, 1949-, Petersen, Karl Endel, 1943-, Weissman, Tsachy
Language:English
Published: Cambridge ; New York : Cambridge University Press, 2011.
Series:London Mathematical Society lecture note series ; 385.
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Physical Description:vi, 272 pages.
Format: Book
Description
Summary:
"Hidden Markov processes (HMPs) are important objects of study in many areas of pure and applied mathematics, including information theory, probability theory, dynamical systems and statistical physics, with applications in electrical engineering, computer science and molecular biology. This collection of research and survey papers presents important new results and open problems, serving as a unifying gateway for researchers in these areas. Based on talks given at the Banff International Research Station workshop, 2007, this volume addresses a central problem of the subject: computation of the Shannon entropy rate of an HMP. This is a key quantity in statistical physics and information theory, characterising the fundamental limit on compression and closely related to channel capacity, the limit on reliable communication. Also discussed, from a symbolic dynamics and thermodynamical viewpoint, is when mappings between dynamical systems map Markov measures to Markov (or Gibbs) measures or allow for Markov lifts of Markov chains"-- Provided by publisher.
Call Number:QA274.7 .E58 2011
Bibliography Note:Includes bibliographical references and index.
ISBN:9780521111133 (pbk.)
0521111137 (pbk.)