مرکز منطقه ای اطلاع رساني علوم و فناوري

DocumentCode :

754514

Title :

Order estimation of Markov chains

Author :

Morv, Gusztáv ; Weiss, Benjamin

Author_Institution :

Res. Group for Informatics & Electron., Hungarian Acad. of Sci., Budapest, Hungary

Volume :

Issue :

fYear :

2005

fDate :

4/1/2005 12:00:00 AM

Firstpage :

1496

Lastpage :

1497

Abstract :

Estimators χ_n(X₀, X₁, ..., X_n), are described which, when applied to an unknown stationary process taking values from a countable alphabet χ, converge almost surely to k in case the process is a kth-order Markov chain and to infinity otherwise.

Keywords :

Markov processes; entropy; information theory; probability; countable alphabet; kth-order Markov chains; order estimation; unknown stationary process; Chaos; Convergence; Entropy; H infinity control; Informatics; Large-scale systems; Mathematics; Pattern recognition; Statistical learning; Testing; Markov chains; order estimation; stationary processes;

fLanguage :

English

Journal_Title :

Information Theory, IEEE Transactions on

Publisher :

ieee

ISSN :

0018-9448

Type :

jour

DOI :

10.1109/TIT.2005.844093

Filename :

1412041

Link To Document :

https://search.ricest.ac.ir/dl/search/defaultta.aspx?DTC=49&DC=754514