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- W1999954003 abstract "This paper analyzes the asymptotic convergence rate of a simple simulation-based computation of the entropy of a given ergodic Markov chain. We show that the estimated Shannon entropy rate from a single finite-horizon sample-path converges to the true entropy exponentially fast in the horizon size of the sample-path." @default.
- W1999954003 created "2016-06-24" @default.
- W1999954003 creator A5041693183 @default.
- W1999954003 date "2006-07-01" @default.
- W1999954003 modified "2023-09-25" @default.
- W1999954003 title "On convergence rate of the Shannon entropy rate of ergodic Markov chains via sample-path simulation" @default.
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- W1999954003 doi "https://doi.org/10.1016/j.spl.2006.01.004" @default.
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