# Maximum entropy principles for Markov processes - Zurich Open Repository and Archive

Bolthausen, E (1990). Maximum entropy principles for Markov processes. In: Albeverio, S; Blanchard, P; Streit, L. Stochastic processes and their applications in mathematics and physics (Bielefeld, 1985). Dordrecht: Kluwer Academic, 53-69.

## Abstract

Let $L_n$ be the empirical measure of a Markov chain and consider the change of law for the paths by the Radon-Nikodým derivative $Z^{-1}_n \exp(nF(L_n))$, where $F$ is some function defined on the path space and $Z_n$ is the normalizing constant.

## Abstract

Let $L_n$ be the empirical measure of a Markov chain and consider the change of law for the paths by the Radon-Nikodým derivative $Z^{-1}_n \exp(nF(L_n))$, where $F$ is some function defined on the path space and $Z_n$ is the normalizing constant.