The Gibbs principle for Markov jump processes

DOI10.1016/S0304-4149(96)00092-0MaRDI QIDQ1374639zbMATH OpenFDO

Authors Adnan Aboulalaa

Publication date 10 December 1997

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

large deviationsMarkov jump processesmaximum entropy principleKullback-Leibler informationgeneralized I-projection

Mathematics Subject Classification ID

Large deviations (60F10) Deterministic network models in operations research (90B10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Recommendations

• scientific article; zbMATH DE number 1405915
• Lindeberg theorem for Gibbs–Markov dynamics
• A variational principle for Markov processes
• Gibbs and autoregressive Markov processes
• Transition Path Theory for Markov Jump Processes
• A Poisson limit theorem for Gibbs-Markov maps
• Gibbs measures in a Markovian context and dimension
• Markov chain approximation of pure jump processes

Cites work

• scientific article; zbMATH DE number 410740 (Why is no real title available?)
• scientific article; zbMATH DE number 3969875 (Why is no real title available?)
• scientific article; zbMATH DE number 4076161 (Why is no real title available?)
• scientific article; zbMATH DE number 1190402 (Why is no real title available?)
• scientific article; zbMATH DE number 19378 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3288812 (Why is no real title available?)
• scientific article; zbMATH DE number 3344968 (Why is no real title available?)
• A conditional law of large numbers
• A new technique for analyzing large traffic systems
• I-divergence geometry of probability distributions and minimization problems
• Large deviation theorems for empirical probability measures
• Maximum entropy and conditional probability
• Sanov property, generalized I-projection and a conditional limit theorem

Cited in

(6)

• Lindeberg theorem for Gibbs–Markov dynamics
• scientific article; zbMATH DE number 3883339 (Why is no real title available?)
• Refined behaviour of a conditioned random walk in the large deviations regime
• scientific article; zbMATH DE number 1405915 (Why is no real title available?)
• Berman-Konsowa principle for reversible Markov jump processes
• Stochastic hyperbolic systems, small perturbations and pathwise approximation

This page was built for publication: The Gibbs principle for Markov jump processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1374639)