Title of article :
On the maximum entropy principle for a class of stochastic processes
Author/Authors :
Horsthemke، نويسنده , , Benedikt and Rüttermann، نويسنده , , Markus، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1995
Abstract :
This paper extends results of Bolthausen and Schmock on the asymptotical behaviour of certain Laplace-type transformations of Markov chains in two aspects: First we consider transformations of a more general class of processes which satisfy an Orey-type fading condition and secondly we study transformations on process level.
Keywords :
60F05 , 60K35 , Large deviations , Laplaceיs method , conditional limit theorem , Empirical process , weak convergence , Fading condition , Conditional expectation , 60F10 , Maximum entropy principle
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications
