A note on a complex Hilbert metric with application to domain of analyticity for entropy rate of hidden Markov processes

Thumbnail Image

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

In this note, we show that small complex perturbations of positive matrices are contractions, with respect to a complex version of the Hilbert metric, on the standard complex simplex. We show that this metric can be used to obtain estimates of the domain of analyticity of entropy rate for a hidden Markov process when the underlying Markov chain has strictly positive transition probabilities.
15 pages, 1 figure

Keywords

Dynamical Systems, Information Theory

Citation

URI

http://salesiana.dossiersoluciones.com/handle/123456789/230513

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0905.2479
 http://arxiv.org/abs/0905.2479

Collections

arXiv