# 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.

## 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.

## Additional indexing

Item Type: Book Section, refereed, original work 07 Faculty of Science > Institute of Mathematics 510 Mathematics invariant measure; empirical measure; large deviations; equivalence of ensembles in statistical mechanics English 1990 21 May 2010 07:59 05 Apr 2016 13:29 Kluwer Academic Mathematics and its Applications 61 0-7923-0894-8 http://www.springer.com/mathematics/probability/book/978-0-7923-0894-2 http://www.zentralblatt-math.org/zbmath/search/?q=an%3A0716.60024

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