Some informational properties of Markov pure-jump processes
Časopis pro pěstování matematiky (1988)
- Volume: 113, Issue: 4, page 429-434
- ISSN: 0528-2195
Access Full Article
topHow to cite
topDumitrescu, Monica E.. "Some informational properties of Markov pure-jump processes." Časopis pro pěstování matematiky 113.4 (1988): 429-434. <http://eudml.org/doc/21714>.
@article{Dumitrescu1988,
author = {Dumitrescu, Monica E.},
journal = {Časopis pro pěstování matematiky},
keywords = {Markov jump process; information source; ergodic irreducible Markov chain; Shannon-McMillan's theorem; cross-entropy},
language = {eng},
number = {4},
pages = {429-434},
publisher = {Mathematical Institute of the Czechoslovak Academy of Sciences},
title = {Some informational properties of Markov pure-jump processes},
url = {http://eudml.org/doc/21714},
volume = {113},
year = {1988},
}
TY - JOUR
AU - Dumitrescu, Monica E.
TI - Some informational properties of Markov pure-jump processes
JO - Časopis pro pěstování matematiky
PY - 1988
PB - Mathematical Institute of the Czechoslovak Academy of Sciences
VL - 113
IS - 4
SP - 429
EP - 434
LA - eng
KW - Markov jump process; information source; ergodic irreducible Markov chain; Shannon-McMillan's theorem; cross-entropy
UR - http://eudml.org/doc/21714
ER -
References
top- A. Albert, Estimating the infinitesimal generator of a continuous time finite state Markov process, Ann. Math. Statist. 58 (1962), 727-753. (1962) Zbl0119.14702MR0137159
- I. V. Basawa B. L. S. Prakasa Rao, Statistical inference for stochastic processes, Academic Press, London, 1980. (1980) MR0586053
- P. Billingsley, Statistical inference for Markov processes, University of Chicago Press 1961. (1961) Zbl0106.34201MR0123419
- J. L. Doob, Stochastic processes, John Wiley, New York, 1953. (1953) Zbl0053.26802MR0058896
- S. Guiaşu, Information Theory with applications, McGraw-Hill Inc., Great Britain, 1977. (1977) MR0504352
- A. Perez, Sur la théorie de l'information dans le cas d'un alphabet abstrait, Trans. First Prague Conf. Inf. Theory, Statist. Dec. Functions, Random Proc. (1956), Prague 1957, 209-243. (1956) MR0099890
- A. Perez, Information Theory with an abstract alphabet. Generalized forms of McMillan's limit theorem for the case of discrete and continuous time, Teor. verojatn. i primen. T IV, (1959), 105-109. (1959) MR0106126
- A. Perez, Extentions of Shannon-McMillan's limit theorem to more general stochastic processes, Trans. Third Prague Conf. Inf. Theory, Statist. Dec. Functions, Random Proc. (1962), Prague 1964, 545-574. (1962) MR0165996
NotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.