Informational and Causal Architecture of Discrete-Time Renewal Processes

Informational and Causal Architecture of Discrete-Time Renewal Processes

Renewal processes are broadly used to model stochastic behavior consisting of isolated events separated by periods of quiescence, whose durations are specified by a given probability law. Here, we identify the minimal sufficient statistic for their prediction (the set of causal states), calculate th...

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Bibliographic Details
Main Authors: Sarah E. Marzen, James P. Crutchfield
Format: Article
Language:English
Published: MDPI AG 2015-07-01
Series:Entropy
Subjects:
stationary renewal process
statistical complexity
predictable information
information anatomy
entropy rate
Online Access:http://www.mdpi.com/1099-4300/17/7/4891

Internet

http://www.mdpi.com/1099-4300/17/7/4891

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