Title :
Maxentropic Markov chains (Corresp.)
Author :
Justesen, Jorn ; Hoholdt, Tom
fDate :
7/1/1984 12:00:00 AM
Abstract :
The Markov chain that has maximum entropy for given first and second moments is determined. The solution provides a discrete analog to the continuous Gauss-Markov process.
Keywords :
Entropy; Markov processes; Analysis of variance; Circuit theory; Digital systems; Entropy; Equations; Gaussian processes; Information theory; Mathematics; Stochastic processes; Upper bound;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1984.1056939
