On the entropy of wide Markov chains
Valérie Girardin, Ali Mohammad‐Djafari, Jean‐François Bercher, Pierre Bessìère · AIP conference proceedings · 2011
Burg entropy concepts are here introduced in the field of wide Markov chains. These random sequences are the second‐order equivalent of Markov chains: their future evolution, in terms of second order properties, conditional on the past and present, depends only on the present. Either periodically correlated or multivariate stationary, they can be characterized in terms of autoregressive models of order one.