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Entropy Rate for Hidden Markov Chains with rare transitions (1012.2086v1)
Published 9 Dec 2010 in cs.IT, math.IT, and math.PR
Abstract: We consider Hidden Markov Chains obtained by passing a Markov Chain with rare transitions through a noisy memoryless channel. We obtain asymptotic estimates for the entropy of the resulting Hidden Markov Chain as the transition rate is reduced to zero.