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.
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.
| 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: | 29 Jul 2020 19:52 |
| Publisher: | Kluwer Academic |
| Series Name: | Mathematics and its Applications |
| Number: | 61 |
| ISBN: | 0-7923-0894-8 |
| OA Status: | Closed |
| 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 |
Bolthausen, E