Models of Discrete-Time Stochastic Processes and Associated Complexity Measures

Models of Discrete-Time Stochastic Processes and Associated Complexity Measures

Many complexity measures are defined as the size of a minimal representation in a specific model class. One such complexity measure, which is important because it is widely applied, is statistical complexity. It is defined for discrete-time, stationary stochastic processes within a theory called co...

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Bibliographic Details
Main Author: Löhr, Wolfgang
Other Authors: Universität Leipzig, Fakultät für Mathematik und Informatik
Format: Doctoral Thesis
Language:English
Published: Universitätsbibliothek Leipzig 2010
Subjects:
Komplexitätsmaße
statistische Komplexität
Unterhalbstetigkeit
ergodische Zerlegung
Prediction Process
Prozessdimension
Excess Entropie
hidden Markov Modell
complexity measures
statistical complexity
lower semi-continuity
ergodic decomposition
prediction process
process dimension
excess entropy
hidden Markov model
ddc:500
Online Access:http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-38267
http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-38267
http://www.qucosa.de/fileadmin/data/qucosa/documents/3826/thesis-loehr.pdf

Internet

http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-38267
http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-38267
http://www.qucosa.de/fileadmin/data/qucosa/documents/3826/thesis-loehr.pdf

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