Maximum entropy estimation of transition probabilities of reversible Markov chains (Q845438): Difference between revisions
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English | Maximum entropy estimation of transition probabilities of reversible Markov chains |
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Maximum entropy estimation of transition probabilities of reversible Markov chains (English)
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29 January 2010
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Summary: We develop a general theory for the estimation of the transition probabilities of reversible Markov chains using the maximum entropy principle. A broad range of physical models can be studied within this approach. We use one-dimensional classical spin systems to illustrate the theoretical ideas. The examples studied in this paper are: the Ising model, the Potts model and the Blume-Emery-Griffiths model.
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maximum entropy principle
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Markov chain
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parameter estimation
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statistical mechanics
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spin chain models
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thermodynamics
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