On the entropy for semi-Markov processes
2003 ◽
Vol 40
(4)
◽
pp. 1060-1068
◽
Keyword(s):
The aim of this paper is to define the entropy of a finite semi-Markov process. We define the entropy of the finite distributions of the process, and obtain explicitly its entropy rate by extending the Shannon–McMillan–Breiman theorem to this class of nonstationary continuous-time processes. The particular cases of pure jump Markov processes and renewal processes are considered. The relative entropy rate between two semi-Markov processes is also defined.
2003 ◽
Vol 40
(04)
◽
pp. 1060-1068
◽
Keyword(s):
1976 ◽
Vol 8
(03)
◽
pp. 531-547
◽
2004 ◽
Vol 41
(3)
◽
pp. 746-757
◽
1970 ◽
Vol 7
(02)
◽
pp. 388-399
◽