Title of article
Estimation of the Entropy Rate of ErgodicMarkov Chains
Author/Authors
Yari, Gholam Hosein iran university of science and technology - School of mathematics, تهران, ايران , Nikooravesh, Zohre iran university of science and technology - School of mathematics, تهران, ايران
From page
75
To page
85
Abstract
In this paper an approximation for entropy rate of an ergodic Markov chain via sample path simulation is calculated. Although there is an explicit form of the entropy rate here, the exact computational method is laborious to apply. It is demonstrated that the estimated entropy rate of Markov chain via sample path not only converges to the correct entropy rate but also does it exponentially fast
Keywords
Entropy rate , ergodic Markov chain , exponential convergence , simulation
Journal title
Journal of the Iranian Statistical Society (JIRSS)
Journal title
Journal of the Iranian Statistical Society (JIRSS)
Record number
2578571
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