Minimum Entropy Rate Simplification of Stochastic Processes.

This document contains supplemental material for the IEEE Transactions on Pattern Analysis and Machine Intelligence article "Minimum Entropy Rate Simplification of Stochastic Processes." The supplement is divided into three appen- dices: the first on MERS for Gaussian processes, and the remaining two on, respectively, the theory and the experimental results of MERS for Markov chains.