Entropy of Hidden Markov Processes and Connections to Dynamical Systems

Papers from the Banff International Research Station Workshop

Karl Petersen editor Brian Marcus editor Tsachy Weissman editor

Format:Paperback

Publisher:Cambridge University Press

Published:26th May '11

Currently unavailable, and unfortunately no date known when it will be back

Entropy of Hidden Markov Processes and Connections to Dynamical Systems cover

A collection of survey papers presenting important new results and focussing on the computation of the Shannon entropy rate.

This collection of research and survey papers sets out the theory of hidden Markov processes, in particular addressing a central problem of the subject: computation of the Shannon entropy rate of an HMP. Connections are drawn between approaches from various disciplines, whilst recent research results and open problems are described.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 the problem of characterizing the mappings between dynamical systems which map Markov measures to Markov (or Gibbs) measures, and which allow for Markov lifts of Markov chains.

ISBN: 9780521111133

Dimensions: 226mm x 150mm x 15mm

Weight: 400g

280 pages