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arxiv: math/0605099 · v2 · submitted 2006-05-03 · 🧮 math.PR

Compressing redundant information in Markov chains

classification 🧮 math.PR
keywords markovchaininformationredundantalgorithmchainsclassicalcomplexity
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Given a strongly stationary Markov chain and a finite set of stopping rules, we prove the existence of a polynomial algorithm which projects the Markov chain onto a minimal Markov chain without redundant information. Markov complexity is hence defined and tested on some classical problems.

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