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Maximum entropy principles for Markov processes


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.

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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