Order estimation of Markov chains

Details Order estimation of Markov chains Order estimation of Markov chains

2007-11-03

arxiv.org/abs/0711.0472v1

IEEE Trans. Inform. Theory 51 (2005), no. 4, 1496--1497

Mathematics

Probability

Scientific paper

We describe estimators $\chi_n(X_0,X_1,...,X_n)$, which when applied to an
unknown stationary process taking values from a countable alphabet ${\cal X}$,
converge almost surely to $k$ in case the process is a $k$-th order Markov
chain and to infinity otherwise.

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