Lb. Wolfe et Ci. Chang, A COMPLETE SUFFICIENT STATISTIC FOR FINITE-STATE MARKOV-PROCESSES WITH APPLICATION TO SOURCE-CODING, IEEE transactions on information theory, 39(3), 1993, pp. 1047-1049
A complete sufficient statistic is presented in this paper for the cla
ss of all finite-state, finite-order stationary discrete Markov proces
ses. This sufficient statistic is complete in the sense that it summar
izes in entirety the whole of the relevant information supplied by any
process sample. The sufficient statistic has application to source co
ding problems such as source matching and calculation of the rate dist
ortion function.