Relative entropy between Markov transition rate matrices

DOI10.1109/18.256516MaRDI QIDQ4277169zbMATH OpenOpenAlexFDO

Authors George Kesidis, Jean Walrand

Publication date 10 April 1994

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/11727172dc7f9e804e542bf95c25f5b4b3c67e50

zbMATH Keywords

contraction mapping principleempirical distributionslarge deviations action functionalrelative entropy

Mathematics Subject Classification ID

Large deviations (60F10)

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Cited in

(16)

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• A representation formula for the large deviation rate function for the empirical law of a continuous time Markov chain
• Level 2.5 large deviations for continuous-time Markov chains with time periodic rates
• Synwalk: community detection via random walk modelling
• Different closed-form expressions for generalized entropy rates of Markov chains
• Flows, currents, and cycles for Markov chains: large deviation asymptotics
• Relative entropy and waiting times for continuous-time Markov processes
• Finding the conjugate of Markov fluid processes
• Computing the relative entropy between regular tree languages
• Large deviations of the empirical flow for continuous time Markov chains
• THE STRONG LIMIT THEOREM FOR RELATIVE ENTROPY DENSITY RATES BETWEEN TWO ASYMPTOTICALLY CIRCULAR MARKOV CHAINS
• Inferring dissipation from current fluctuations
• Large deviations for empirical estimators of the stationary distribution of a semi-Markov process with finite state space
• Large deviations for the empirical measure and empirical flow of Markov renewal processes with a countable state space
• Symbolic transfer entropy rate is equal to transfer entropy rate for bivariate finite-alphabet stationary ergodic Markov processes
• A formal view on level 2.5 large deviations and fluctuation relations

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