Entropy and large deviations for discrete-time Markov chains

From MaRDI portal
Publication:1812373

DOI10.1023/A:1022006130735zbMath1028.60066OpenAlexW1488410782MaRDI QIDQ1812373

Arnaud de La Fortelle, Guy Fayolle

Publication date: 13 January 2004

Published in: Problems of Information Transmission (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022006130735




Related Items (20)

Large deviations for metastable states of Markov processes with absorbing states with applications to population models in stable or randomly switching environmentConditioning diffusion processes with killing ratesMicroscopic fluctuation theory (mFT) for interacting Poisson processesConditioning two diffusion processes with respect to their first-encounter propertiesMicrocanonical conditioning of Markov processes on time-additive observablesRevisiting boundary-driven non-equilibrium Markov dynamics in arbitrary potentials via supersymmetric quantum mechanics and via explicit large deviations at various levelsExplicit bivariate rate functions for large deviations in AR(1) and MA(1) processes with Gaussian innovationsRevisiting classical and quantum disordered systems from the unifying perspective of large deviationsLevel-2 large deviation principle for countable Markov shifts without Gibbs statesLarge deviations at level 2.5 and for trajectories observables of diffusion processes: the missing parts with respect to their random-walks counterpartsLarge deviations at various levels for run-and-tumble processes with space-dependent velocities and space-dependent switching ratesJump-drift and jump-diffusion processes: large deviations for the density, the current and the jump-flow and for the excursions between jumpsLarge deviations for the skew-detailed-balance lifted-Markov processes to sample the equilibrium distribution of the Curie–Weiss modelInference of Markov models from trajectories via large deviations at level 2.5 with applications to random walks in disordered mediaLarge deviations for dynamical fluctuations of open Markov processes, with application to random cascades on treesLarge deviations for the density and current in non-equilibrium-steady-states on disordered ringsLarge deviations for Markov processes with stochastic resetting: analysis via the empirical density and flows or via excursions between resetsLarge deviations of the Lyapunov exponent in 2D matrix Langevin dynamics with applications to one-dimensional Anderson localization modelsInhomogeneous asymmetric exclusion processes between two reservoirs: large deviations for the local empirical observables in the mean-field approximationStatistical physics of long dynamical trajectories for a system in contact with several thermal reservoirs






This page was built for publication: Entropy and large deviations for discrete-time Markov chains