2009/05/15 by Guangyue Han, Han, Guangyue, Brian Marcus +3
Computer Science · Mathematics · #Dynamical Systems (math.DS) #FOS: Computer and information sciences #FOS: Mathematics #Information Theory (cs.IT) #cs.IT #math.DS #math.IT
paper · pdf · doi:10.48550/arxiv.0905.2479
15 pages, 1 figure
arxiv created 2009/05/15 · arxiv updated 2009/12/01
In this note, we show that small complex perturbations of positive matrices are contractions, with respect to a complex version of the Hilbert metric, on the standard complex simplex. We show that this metric can be used to obtain estimates of the domain of analyticity of entropy rate for a hidden Markov process when the underlying Markov chain has strictly positive transition probabilities.