On the maximum entropy principle for a class of stochastic processes

DOI10.1016/0304-4149(94)00060-7zbMath0839.60033OpenAlexW1971933229MaRDI QIDQ1890728

Benedikt Horsthemke, Markus Rüttermann

Publication date: 23 May 1995

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

Full work available at URL: https://doi.org/10.1016/0304-4149(94)00060-7

zbMATH Keywords

weak convergencemaximum entropy principlelarge deviationsconditional limit theoremcyclic empirical processfading condition

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Large deviations (60F10)

Related Items (1)

Maximum entropy principles for disordered spins

Cites Work

• On the maximum entropy principle for uniformly ergodic Markov chains
• Sanov property, generalized I-projection and a conditional limit theorem
• Large deviations and maximum entropy principle for interacting random fields on \(\mathbb{Z}^ d\)
• A function space large deviation principle for certain stochastic integrals
• Conditional limit theorems under Markov conditioning
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