Order estimation of Markov chains

Gusztáv Morvai; Benjamin Weiss

doi:10.1109/TIT.2005.844093

Order estimation of Markov chains

Gusztáv Morvai^*
, Benjamin Weiss

^*Corresponding author for this work

Einstein Institute of Mathematics

Research output: Contribution to journal › Article › peer-review

21 Scopus citations

Abstract

Estimators x_n(X_o, X₁,..., X_n), are described which, when applied to an unknown stationary process taking values from a countable alphabet X, converge almost surely to k in case the process is a kth-order Markov chain and to infinity otherwise.

Original language	English
Pages (from-to)	1496-1497
Number of pages	2
Journal	IEEE Transactions on Information Theory
Volume	51
Issue number	4
DOIs	https://doi.org/10.1109/TIT.2005.844093
State	Published - Apr 2005

Keywords

Markov chains
Order estimation
Stationary processes

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10.1109/TIT.2005.844093

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title = "Order estimation of Markov chains",

abstract = "Estimators xn(Xo, X1,..., Xn), are described which, when applied to an unknown stationary process taking values from a countable alphabet X, converge almost surely to k in case the process is a kth-order Markov chain and to infinity otherwise.",

keywords = "Markov chains, Order estimation, Stationary processes",

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KW - Markov chains

KW - Order estimation

KW - Stationary processes

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JO - IEEE Transactions on Information Theory

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Order estimation of Markov chains

Abstract

Keywords

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