Relative entropy between Markov transition rate matrices (Q4277169)

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scientific article; zbMATH DE number 495161
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Relative entropy between Markov transition rate matrices
scientific article; zbMATH DE number 495161

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    Relative entropy between Markov transition rate matrices (English)
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    10 April 1994
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    relative entropy
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    large deviations action functional
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    empirical distributions
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    contraction mapping principle
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