A note on a complex Hilbert metric with application to domain of analyticity for entropy rate of hidden Markov processes

Topology, Convergence, and Reconstruction of Predictive States

Predictive equivalence in discrete stochastic processes have been applied with great success to identify randomness and structure in statistical physics and chaotic dynamical systems and to inferring hidden Markov models. We examine the conditions under which they can be reliably reconstructed from time-series data, showing that convergence of predictive states can be achieved from empirical samples in the weak topology of measures. Moreover, predictive states may be represented in Hilbert spaces that replicate the weak topology. We mathematically explain how these representations are particul…