Download or read book Entropy of Hidden Markov Processes and Connections to Dynamical Systems written by Brian Marcus and published by . This book was released on 2014-05-14 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: Hidden Markov processes (HMPs) are important objects of study in many areas of pure and applied mathematics, including information theory, probability theory, dynamical systems and statistical physics, with applications in electrical engineering, computer science and molecular biology. This collection of research and survey papers presents important new results and open problems, serving as a unifying gateway for researchers in these areas. Based on talks given at the Banff International Research Station Workshop, 2007, this volume addresses a central problem of the subject: computation of the Shannon entropy rate of an HMP. This is a key quantity in statistical physics and information theory, characterizing the fundamental limit on compression and closely related to channel capacity, the limit on reliable communication. Also discussed, from a symbolic dynamics and thermodynamical viewpoint, is the problem of characterizing the mappings between dynamical systems which map Markov measures to Markov (or Gibbs) measures, and which allow for Markov lifts of Markov chains.
Download or read book Entropy of Hidden Markov Processes and Connections to Dynamical Systems written by Brian Marcus and published by . This book was released on 2011 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Entropy of Hidden Markov Processes and Connections to Dynamical Systems written by Brian Marcus and published by Cambridge University Press. This book was released on 2011-05-26 with total page 279 pages. Available in PDF, EPUB and Kindle. Book excerpt: This collection of research and survey papers sets out the theory of hidden Markov processes, in particular addressing a central problem of the subject: computation of the Shannon entropy rate of an HMP. Connections are drawn between approaches from various disciplines, whilst recent research results and open problems are described.
Download or read book Hidden Markov Models and Dynamical Systems written by Andrew M. Fraser and published by SIAM. This book was released on 2008-01-01 with total page 142 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text provides an introduction to hidden Markov models (HMMs) for the dynamical systems community. It is a valuable text for third or fourth year undergraduates studying engineering, mathematics, or science that includes work in probability, linear algebra and differential equations. The book presents algorithms for using HMMs, and it explains the derivation of those algorithms. It presents Kalman filtering as the extension to a continuous state space of a basic HMM algorithm. The book concludes with an application to biomedical signals. This text is distinctive for providing essential introductory material as well as presenting enough of the theory behind the basic algorithms so that the reader can use it as a guide to developing their own variants.
Download or read book Dynamical Characterization of Markov Processes with Varying Order written by and published by . This book was released on 2001 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Time-delayed actions appear as an essential component of numerous systems especially in evolution processes, natural phenomena, and particular technical applications and are associated with the existence of a memory. Under common conditions, external forces or state dependent parameters modify the length of the delay with time. Consequently, an altered dynamical behavior emerges, whose characterization is compulsory for a deeper understanding of these processes. In this thesis, the well-investigated class of time-homogeneous finite-state Markov processes is utilized to establish a variation of memory length by combining a first-order Markov chain with a memoryless Markov chain of order zero. The fluctuations induce a non-stationary process, which is accomplished for two special cases: a periodic and a random selection of the available Markov chains. For both cases, the Kolmogorov-Sinai entropy as a characteristic property is deduced analytically and compared to numerical approximations to the entropy rate of related symbolic dynamics. The convergences of per-symbol and conditional entropies are examined in order to recognize their behavior when identifying unknown processes. Additionally, the connection from Markov processes with varying memory length to hidden Markov models is illustrated enabling further analysis. Hence, the Kolmogorov-Sinai entropy of hidden Markov chains is calculated by means of Blackwell's entropy rate involving Blackwell's measure. These results are used to verify the previous computations.
Download or read book A Method for Estimating the Entropy Rate of Hidden Markov Processes written by Katy Marchand and published by . This book was released on 2008 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Surveys in Combinatorics 2024 written by Felix Fischer and published by Cambridge University Press. This book was released on 2024-06-13 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains nine survey articles by the invited speakers of the 30th British Combinatorial Conference, held at Queen Mary University of London in July 2024. Each article provides an overview of recent developments in a current hot research topic in combinatorics. Topics covered include: Latin squares, Erdős covering systems, finite field models, sublinear expanders, cluster expansion, the slice rank polynomial method, and oriented trees and paths in digraphs. The authors are among the world's foremost researchers on their respective topics but their surveys are accessible to nonspecialist readers: they are written clearly with little prior knowledge assumed and with pointers to the wider literature. Taken together these surveys give a snapshot of the research frontier in contemporary combinatorics, helping researchers and graduate students in mathematics and theoretical computer science to keep abreast of the latest developments in the field.
Download or read book Recent Progress in the Theory of the Euler and Navier Stokes Equations written by James C. Robinson and published by Cambridge University Press. This book was released on 2016-01-21 with total page 247 pages. Available in PDF, EPUB and Kindle. Book excerpt: The rigorous mathematical theory of the Navier–Stokes and Euler equations has been a focus of intense activity in recent years. This volume, the product of a workshop in Venice in 2013, consolidates, surveys and further advances the study of these canonical equations. It consists of a number of reviews and a selection of more traditional research articles on topics that include classical solutions to the 2D Euler equation, modal dependency for the 3D Navier–Stokes equation, zero viscosity Boussinesq equations, global regularity and finite-time singularities, well-posedness for the diffusive Burgers equations, and probabilistic aspects of the Navier–Stokes equation. The result is an accessible summary of a wide range of active research topics written by leaders in their field, together with some exciting new results. The book serves both as a helpful overview for graduate students new to the area and as a useful resource for more established researchers.
Download or read book Geometry in a Fr chet Context written by C. T. J. Dodson and published by Cambridge University Press. This book was released on 2016 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: A new approach to studying Fréchet geometry using projective limits of geometrical objects modelled on Banach spaces.
Download or read book Optimal Transport written by Yann Ollivier and published by Cambridge University Press. This book was released on 2014-08-07 with total page 317 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of optimal transportation has its origins in the eighteenth century when the problem of transporting resources at a minimal cost was first formalised. Through subsequent developments, particularly in recent decades, it has become a powerful modern theory. This book contains the proceedings of the summer school 'Optimal Transportation: Theory and Applications' held at the Fourier Institute in Grenoble. The event brought together mathematicians from pure and applied mathematics, astrophysics, economics and computer science. Part I of this book is devoted to introductory lecture notes accessible to graduate students, while Part II contains research papers. Together, they represent a valuable resource on both fundamental and advanced aspects of optimal transportation, its applications, and its interactions with analysis, geometry, PDE and probability, urban planning and economics. Topics covered include Ricci flow, the Euler equations, functional inequalities, curvature-dimension conditions, and traffic congestion.
Download or read book Optimal Transportation written by Yann Ollivier and published by Cambridge University Press. This book was released on 2014-08-07 with total page 317 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lecture notes and research papers on optimal transportation, its applications, and interactions with other areas of mathematics.
Download or read book Moduli Spaces written by Leticia Brambila and published by Cambridge University Press. This book was released on 2014-03-13 with total page 347 pages. Available in PDF, EPUB and Kindle. Book excerpt: A graduate-level introduction to some of the important contemporary ideas and problems in the theory of moduli spaces.
Download or read book Arithmetic and Geometry written by Luis Dieulefait and published by Cambridge University Press. This book was released on 2015-10-08 with total page 539 pages. Available in PDF, EPUB and Kindle. Book excerpt: The world's leading authorities describe the state of the art in Serre's conjecture and rational points on algebraic varieties.
Download or read book Automorphic Forms and Galois Representations written by Fred Diamond and published by Cambridge University Press. This book was released on 2014-10-16 with total page 385 pages. Available in PDF, EPUB and Kindle. Book excerpt: Part one of a two-volume collection exploring recent developments in number theory related to automorphic forms and Galois representations.
Download or read book Automorphic Forms and Galois Representations Volume 1 written by Fred Diamond and published by Cambridge University Press. This book was released on 2014-10-16 with total page 385 pages. Available in PDF, EPUB and Kindle. Book excerpt: Automorphic forms and Galois representations have played a central role in the development of modern number theory, with the former coming to prominence via the celebrated Langlands program and Wiles' proof of Fermat's Last Theorem. This two-volume collection arose from the 94th LMS-EPSRC Durham Symposium on 'Automorphic Forms and Galois Representations' in July 2011, the aim of which was to explore recent developments in this area. The expository articles and research papers across the two volumes reflect recent interest in p-adic methods in number theory and representation theory, as well as recent progress on topics from anabelian geometry to p-adic Hodge theory and the Langlands program. The topics covered in volume one include the Shafarevich Conjecture, effective local Langlands correspondence, p-adic L-functions, the fundamental lemma, and other topics of contemporary interest.
Download or read book Lectures on the Theory of Water Waves written by Thomas J. Bridges and published by Cambridge University Press. This book was released on 2016-02-04 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the summer of 2014 leading experts in the theory of water waves gathered at the Newton Institute for Mathematical Sciences in Cambridge for four weeks of research interaction. A cross-section of those experts was invited to give introductory-level talks on active topics. This book is a compilation of those talks and illustrates the diversity, intensity, and progress of current research in this area. The key themes that emerge are numerical methods for analysis, stability and simulation of water waves, transform methods, rigorous analysis of model equations, three-dimensionality of water waves, variational principles, shallow water hydrodynamics, the role of deterministic and random bottom topography, and modulation equations. This book is an ideal introduction for PhD students and researchers looking for a research project. It may also be used as a supplementary text for advanced courses in mathematics or fluid dynamics.
Download or read book The Cauchy Problem for Non Lipschitz Semi Linear Parabolic Partial Differential Equations written by J. C. Meyer and published by Cambridge University Press. This book was released on 2015-10-22 with total page 177 pages. Available in PDF, EPUB and Kindle. Book excerpt: A monograph containing significant new developments in the theory of reaction-diffusion systems, particularly those arising in chemistry and life sciences.
