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.

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.

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## Additional indexing

Item Type: | Book Section, refereed, original work |
---|---|

Communities & Collections: | 07 Faculty of Science > Institute of Mathematics |

Dewey Decimal Classification: | 510 Mathematics |

Uncontrolled Keywords: | invariant measure; empirical measure; large deviations; equivalence of ensembles in statistical mechanics |

Language: | English |

Date: | 1990 |

Deposited On: | 21 May 2010 07:59 |

Last Modified: | 05 Apr 2016 13:29 |

Publisher: | Kluwer Academic |

Series Name: | Mathematics and its Applications |

Number: | 61 |

ISBN: | 0-7923-0894-8 |

Official URL: | http://www.springer.com/mathematics/probability/book/978-0-7923-0894-2 |

Related URLs: | http://www.zentralblatt-math.org/zbmath/search/?q=an%3A0716.60024 |

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