Journal
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
Volume 33, Issue 3, Pages 609-622Publisher
TAYLOR & FRANCIS INC
DOI: 10.1081/STA-120028687
Keywords
discrete-time semi-markov processes; entropy rate; maximum entropy methods; relative entropy; semi-Markov chains
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We are concerned with introducing entropy in the field of countable discrete-time semi-Markov process theory. We define the entropy of the finite distributions of the semi-Markov chain and obtain explicitly its entropy rate by extending the Shannon-McMillan-Breiman theorem to this class of non-stationary discrete-time processes. We also define the relative entropy rate between two semi-Markov chains. We then develop some maximum entropy methods for these processes.
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