Compressing redundant information in Markov chains

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Given a strongly stationary Markov chain and a finite set of stopping rules, we prove the existence of a polynomial algorithm which projects the Markov chain onto a minimal Markov chain without redundant information. Markov complexity is hence defined and tested on some classical problems.
8 pages, 1 figure

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Probability, 60J22; 90C35, 94C15

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http://salesiana.dossiersoluciones.com/handle/123456789/112646

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0605099
 http://arxiv.org/abs/math/0605099

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arXiv