Maxentropic Markov chains (Corresp.)
- 1 July 1984
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 30 (4) , 665-667
- https://doi.org/10.1109/tit.1984.1056939
Abstract
The Markov chain that has maximum entropy for given first and second moments is determined. The solution provides a discrete analog to the continuous Gauss-Markov process.Keywords
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