Title of article :
The Gibbs principle for Markov jump processes
Author/Authors :
Aboulalaâ، نويسنده , , Adnan، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1996
Abstract :
This paper is devoted to derive a stochastic process version of the “Gibbs principle”. Namely, we calculate the law of a jump process (Xt, t ε [0, T] given the condition that the empirical energy function of N copies of the process, remains in some domain for all t ε [0, T], when N is large. The main tools are Csiszárʹs theory on conditional limit theorems and a law of large numbers in non-separable Banach spaces.
Keywords :
Maximum entropy principle , Markov jump processes , Generalized I-projection , 60F10 , 60B12 , Kullback-Leibler information , 90B10 , 60J75 , Large deviations
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications