Informational and Causal Architecture of Continuous-time Renewal and   Hidden Semi-Markov Processes
  We introduce the minimal maximally predictive models ({\epsilon}-machines) of processes generated by certain hidden semi-Markov models. Their causal states are either hybrid discrete-continuous or continuous random variables and causal-state transitions are described by partial differential equations. Closed-form expressions are given for statistical complexities, excess entropies, and differential information anatomy rates. We present a complete analysis of the {\epsilon}-machines of continuous-time renewal processes and, then, extend this to processes generated by unifilar hidden semi-Markov models and semi-Markov models. Our information-theoretic analysis leads to new expressions for the entropy rate and the rates of related information measures for these very general continuous-time process classes. 
Sarah E. Marzen and James P. Crutchfield
cond-mat.stat-mech cs.IT math.IT math.ST nlin.CD stat.TH