On Maxentropic Reconstruction of Countable Markov Chains and Matrix Scaling Problems

DOI10.1111/1467-9590.T01-1-00228zbMATH Open1141.60356OpenAlexW2008342255MaRDI QIDQ3522178FDOQ3522178

Authors: Costel Bălcău, Vasile Preda 

Publication date: 1 September 2008

Published in: Studies in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9590.t01-1-00228

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Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Transition functions, generators and resolvents (60J35)

Cited In (7)

• New classes of Lorenz curves by maximizing Tsallis entropy under mean and Gini equality and inequality constraints
• New measure selection for Hunt-Devolder semi-Markov regime switching interest rate models
• Maximum entropy for countable Markov chains
• Analytical forms for most likely matrices derived from incomplete information
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