On the maximum entropy principle for a class of stochastic processes

DOI10.1016/0304-4149(94)00060-7zbMATH Open0839.60033OpenAlexW1971933229MaRDI QIDQ1890728FDOQ1890728

Authors: Benedikt Horsthemke, Markus Rüttermann 

Publication date: 23 May 1995

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

Full work available at URL: https://doi.org/10.1016/0304-4149(94)00060-7

Recommendations

• On the maximum entropy principle for uniformly ergodic Markov chains
• scientific article; zbMATH DE number 2098878
• Markov additive processes. I: Eigenvalue properties and limit theorems
• Rare events for stationary processes.
• Large deviations for distributions of sums of random variables: Markov chain method
• Large deviations for Markov chains with random transitions
• scientific article; zbMATH DE number 850336
• Renewal theory for transient Markov chains with asymptotically zero drift

zbMATH Keywords

large deviationsweak convergenceconditional limit theoremmaximum entropy principlecyclic empirical processfading condition

Mathematics Subject Classification ID

Large deviations (60F10) Central limit and other weak theorems (60F05) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Cites Work

• Sanov property, generalized I-projection and a conditional limit theorem
• A function space large deviation principle for certain stochastic integrals
• Conditional limit theorems under Markov conditioning
• Title not available (Why is that?)
• On the maximum entropy principle for uniformly ergodic Markov chains
• Large deviations and maximum entropy principle for interacting random fields on \(\mathbb{Z}^ d\)
• Title not available (Why is that?)

Cited In (8)

• Construction of probability distributions in high dimension using the maximum entropy principle: Applications to stochastic processes, random fields and random matrices
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the maximum entropy principle for uniformly ergodic Markov chains
• Maximum entropy principle and nonlinear stochastic oscillators
• Maximum entropy principles for disordered spins
• A maximum entropy framework for nonexponential distributions

This page was built for publication: On the maximum entropy principle for a class of stochastic processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1890728)