Structure and Randomness of Continuous-Time, Discrete-Event Processes
Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical complexity of stochastic processes generated by finite...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Springer-Verlag,
2017-09-25T18:08:22Z.
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| Subjects: | |
| Online Access: | Get fulltext |