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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| Format: | Article |
| Language: | English |
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MDPI AG
2009-08-01
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| Series: | Entropy |
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| Online Access: | http://www.mdpi.com/1099-4300/11/3/385/ |