The Gibbs principle for Markov jump processes

DOI10.1016/S0304-4149(96)00092-0zbMATH Open0879.60002MaRDI QIDQ1374639FDOQ1374639

Authors: Adnan Aboulalaa 

Publication date: 10 December 1997

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

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

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• I-divergence geometry of probability distributions and minimization problems
• Title not available (Why is that?)
• Sanov property, generalized I-projection and a conditional limit theorem
• Maximum entropy and conditional probability
• Large deviation theorems for empirical probability measures
• Title not available (Why is that?)
• A conditional law of large numbers
• A new technique for analyzing large traffic systems
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (6)

• Lindeberg theorem for Gibbs–Markov dynamics
• Title not available (Why is that?)
• Refined behaviour of a conditioned random walk in the large deviations regime
• Title not available (Why is that?)
• 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)