Entropy of hidden Markov processes and connections to dynamical systems: papers from the Banff International Research Stat…
by Marcus, Brian, Petersen, Karl Endel, Banff International Research Station for Mathematics Innovation & Discovery, Weissman, Tsachy
fromLondon Mathematical Society lecture note series
"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 …
From the reviews of the First Edition: "This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semester course given by the author at the ETH, Zürich, in the spring of 1970. The author's aim was to present some of the best…
"Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes and applies this theory to various special examples. The initial chapter is devoted to the most important classical exam…