Rényi entropy rate of hidden Markov processes

In this paper, we focus our attention on the Rényi entropy rate of hidden Markov processes under certain positivity assumptions. The existence of the Rényi entropy rate for such processes is established. Furthermore, we show that, with some extra “fast-forgetting” assumptions, the Rényi entropy rate of the approximating Markov processes exponentially converges to that of the original hidden Markov process, as the Markov order goes to infinity.link_to_subscribed_fulltex