Properties of the Statistical Complexity Functional and Partially Deterministic HMMs

Properties of the Statistical Complexity Functional and Partially Deterministic HMMs

Statistical complexity is a measure of complexity of discrete-time stationary stochastic processes, which has many applications. We investigate its more abstract properties as a non-linear function of the space of processes and show its close relation to the Knight’s prediction process. We prove low...

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Bibliographic Details
Main Author: Wolfgang Löhr
Format: Article
Language:English
Published: MDPI AG 2009-08-01
Series:Entropy
Subjects:
statistical complexity
lower semi-continuity
ergodic decomposition
concavity
prediction process
partially deterministic hidden Markov models (HMMs)
Online Access:http://www.mdpi.com/1099-4300/11/3/385/

Internet

http://www.mdpi.com/1099-4300/11/3/385/

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