TY - JOUR
T1 - Estimation of the Entropy Rate of ErgodicMarkov Chains
TT - قریبی از نرخ آنتروپی زنجیرهای مارکوف ارگودیک
JF - JIRSS
JO - JIRSS
VL - 11
IS - 1
UR - http://jirss.irstat.ir/article-1-176-en.html
Y1 - 2012
SP - 75
EP - 85
KW - Entropy rate
KW - ergodic Markov chain
KW - exponential convergence
KW - simulation.
N2 - 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.
M3
ER -