Volume 11, Number 1 (March 2012)                   JIRSS 2012, 11(1): 75-85 | Back to browse issues page

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Yari G H, Nikooravesh Z. Estimation of the Entropy Rate of ErgodicMarkov Chains. JIRSS. 2012; 11 (1) :75-85
URL: http://jirss.irstat.ir/article-1-176-en.html

Abstract:   (7750 Views)
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.
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Subject: 60: Probability theory and stochastic processes
Received: 2012/03/3 | Accepted: 2015/09/12

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