Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156478 | Stochastic Processes and their Applications | 2014 | 22 Pages |
Abstract
A hidden Markov model (HMM) is said to have path-mergeable states if for any two states i,j there exist a word w and state k such that it is possible to transition from both i and j to k while emitting w. We show that for a finite HMM with path-mergeable states the block estimates of the entropy rate converge exponentially fast. We also show that the path-mergeability property is asymptotically typical in the space of HMM topologies and easily testable.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Nicholas F. Travers,