Entropy of Hidden Markov Processes and Connections to Dynamical Systems: Papers from the Banff International Research Station Workshop (London ... Lecture Note Series, Series Number 385) - Softcover

Softcover

ISBN 10: 0521111137 ISBN 13: 9780521111133

Publisher: Cambridge University Press, 2011

Synopsis

Hidden Markov processes (HMPs) are important objects of study in many areas of pure and applied mathematics, including information theory, probability theory, dynamical systems and statistical physics, with applications in electrical engineering, computer science and molecular biology. This collection of research and survey papers presents important new results and open problems, serving as a unifying gateway for researchers in these areas. Based on talks given at the Banff International Research Station Workshop, 2007, this volume addresses a central problem of the subject: computation of the Shannon entropy rate of an HMP. This is a key quantity in statistical physics and information theory, characterizing the fundamental limit on compression and closely related to channel capacity, the limit on reliable communication. Also discussed, from a symbolic dynamics and thermodynamical viewpoint, is the problem of characterizing the mappings between dynamical systems which map Markov measures to Markov (or Gibbs) measures, and which allow for Markov lifts of Markov chains.

About this title

Book Description

This collection of research and survey papers sets out the theory of hidden Markov processes, in particular addressing a central problem of the subject: computation of the Shannon entropy rate of an HMP. Connections are drawn between approaches from various disciplines, whilst recent research results and open problems are described.

About the Author

Brian Marcus is a Professor in the Department of Mathematics at the University of British Columbia. He is a Fellow of the IEEE and was co-recipient of the Leonard G. Abraham Prize Paper Award of the IEEE Communications Society in 1993. He has published over 60 research papers and holds 12 US patents.

Karl Petersen is a Professor of Mathematics at the University of North Carolina, Chapel Hill. He has previously written the book Ergodic Theory (Cambridge, 1983) and numerous research papers.

Tsachy Weissman is an Associate Professor of Electrical Engineering at Stanford University, California and at the Technion. He is a recipient of the joint Information Theory - Communication Society best paper award, a Horev Fellowship for Leaders in Science and Technology and the Henry Taub Prize for excellence in research. He currently serves as Associate Editor of Shannon Theory for the IEEE Transactions on Information Theory.

Edition details

• Publisher: Cambridge University Press
• Publication date: 2011
• ISBN 10: 0521111137
• ISBN 13: 9780521111133
• Binding: Paperback
• Language: English
• Edition number: 1
• Number of pages: 280
• Editor: Marcus Brian, Petersen Karl, Weissman Tsachy