On Minimization and Maximization of Entropy in Various Disciplines

DOI10.1137/S0040585X9798052XzbMath1075.94007MaRDI QIDQ4830865

V. P. Maslov, Alexander S. Cherny

Publication date: 16 December 2004

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

volume; entropy; relative entropy; data compression; pressure; free energy; temperature; density; Nernst theorem; metastable state; mass; Kullback--Leibler information; Gibbs state; Esscher transform; exponential utility; stable state; minimal entropy martingale measure; amount of information; average cost of coding; interior energy

Mathematics Subject Classification ID

60G42: Martingales with discrete parameter

94A17: Measures of information, entropy

62B10: Statistical aspects of information-theoretic topics

82C05: Classical dynamic and nonequilibrium statistical mechanics (general)

82B30: Statistical thermodynamics

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