The Gibbs principle for Markov jump processes

DOI10.1016/S0304-4149(96)00092-0zbMath0879.60002MaRDI QIDQ1374639

Adnan Aboulalaa

Publication date: 10 December 1997

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

zbMATH Keywords

maximum entropy principlelarge deviationsKullback-Leibler informationMarkov jump processesgeneralized I-projection

Mathematics Subject Classification ID

Related Items (2)

Refined behaviour of a conditioned random walk in the large deviations regime ⋮ Stochastic hyperbolic systems, small perturbations and pathwise approximation

Cites Work

• Sanov property, generalized I-projection and a conditional limit theorem
• Large deviation theorems for empirical probability measures
• A conditional law of large numbers
• I-divergence geometry of probability distributions and minimization problems
• A new technique for analyzing large traffic systems
• Maximum entropy and conditional probability
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