Some problems associated with Donsker-Varadhan processes (Q1921314)
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scientific article; zbMATH DE number 915350
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some problems associated with Donsker-Varadhan processes |
scientific article; zbMATH DE number 915350 |
Statements
Some problems associated with Donsker-Varadhan processes (English)
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3 June 1997
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Pour un processus de Markov d'espace d'états \(E\) et une probabilité fixée \(\nu\) sur \(E\), on définit le processus de Donsker-Varadhan comme celui qui réalise le minimum de l'entropie du niveau-3 de Donsker-Varadhan ayant la marginale \(\nu\). On étudie l'ergodicité, la dependence en \(\nu\) et la construction de ce processus. En particulier on étend les travaux de Meyer-Zheng et de Takeda sur la construction du processus de Nelson réversible au cas de sauts.
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Donsker-Varadhan processes
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Dirichlet forms
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tau-topology
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entropy
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0.7842652201652527
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0.735737144947052
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0.7284809350967407
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