Structure and Randomness of Continuous-Time, Discrete-Event Processes

被引：22

作者：

Marzen, Sarah E. ^{[1
,2
]}

Crutchfield, James P. ^{[3
]}

机构：

[1] MIT, Dept Phys, Phys Living Syst Grp, Cambridge, MA 02139 USA

[2] Univ Calif Berkeley, Dept Phys, Berkeley, CA 94720 USA

[3] Univ Calif Davis, Dept Phys, Complex Sci Ctr, One Shields Ave, Davis, CA 95616 USA

来源：

JOURNAL OF STATISTICAL PHYSICS | 2017年 / 169卷 / 02期

基金：

美国国家科学基金会;

关键词：

Epsilon-machines; Causal states; Entropy rate; Statistical complexity; Hidden Markov processes; COMPLEXITY; ORDER;

D O I：

10.1007/s10955-017-1859-y

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical complexity of stochastic processes generated by finite unifilar hidden semi-Markov models-memoryful, state-dependent versions of renewal processes. Calculating these quantities requires introducing novel mathematical objects (-machines of hidden semi-Markov processes) and new information-theoretic methods to stochastic processes.

引用

页码：303 / 315

页数：13

共 50 条

[11] ON OPTIMAL ATTRACTION IN DISCRETE-EVENT PROCESSES
BRAVE, Y
HEYMANN, M
INFORMATION SCIENCES, 1993, 67 (03) : 245 - 276
[12] DISCRETE-TIME EQUIVALENT OF CONTINUOUS-TIME FILTERING PROCESSES
FRIEDLAND, B
JOURNAL OF DYNAMIC SYSTEMS MEASUREMENT AND CONTROL-TRANSACTIONS OF THE ASME, 1981, 103 (04): : 417 - 419
[13] Continuous-time trading and the emergence of randomness
Vovk, Vladimir
STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2009, 81 (05) : 455 - 466
[14] Modelling dynamics of autonomous logistic processes: Discrete-event versus continuous approaches
Scholz-Reiter, B
Freitag, M
de Beer, C
Jagalski, T
CIRP ANNALS-MANUFACTURING TECHNOLOGY, 2005, 54 (01): : 413 - 416
[15] Modeling continuous flow with discrete-event simulation
Kuo, SS
Chen, EJ
Selikson, PL
Lee, YM
WSC'01: PROCEEDINGS OF THE 2001 WINTER SIMULATION CONFERENCE, VOLS 1 AND 2, 2001, : 1099 - 1103
[16] Applications to continuous-time processes of computational techniques for discrete-time renewal processes
van Noortwijk, J. M.
van der Weide, J. A. M.
RELIABILITY ENGINEERING & SYSTEM SAFETY, 2008, 93 (12) : 1853 - 1860
[17] On spectral and random measures associated to discrete and continuous-time processes
Boudou, A
Romain, Y
STATISTICS & PROBABILITY LETTERS, 2002, 59 (02) : 145 - 157
[18] Algorithmic Randomness in Continuous-Time Markov Chains
Huang, Xiang
Lutz, Jack H.
Migunov, Andrei N.
2019 57TH ANNUAL ALLERTON CONFERENCE ON COMMUNICATION, CONTROL, AND COMPUTING (ALLERTON), 2019, : 615 - 622
[19] Towards Optimal Supervisory Control of Discrete-Time Stochastic Discrete-Event Processes with Data
Markovski, J.
2013 13TH INTERNATIONAL CONFERENCE ON APPLICATION OF CONCURRENCY TO SYSTEM DESIGN (ACSD 2013), 2013, : 31 - 40
[20] REAL-TIME SCHEDULING OF LOGICAL PROCESSES FOR PARALLEL DISCRETE-EVENT SIMULATION
Liu, Jason
2013 WINTER SIMULATION CONFERENCE (WSC), 2013, : 2959 - 2971

← 1 2 3 4 5 →