• DocumentCode
    1007999
  • Title

    Relative entropy between Markov transition rate matrices

  • Author

    Kesidis, G. ; Walrand, J.

  • Author_Institution
    Dept. of Electr. & Comput. Sci., California Univ., Berkeley, CA, USA
  • Volume
    39
  • Issue
    3
  • fYear
    1993
  • fDate
    5/1/1993 12:00:00 AM
  • Firstpage
    1056
  • Lastpage
    1057
  • Abstract
    The relative entropy between two Markov transition rate matrices is derived from sample path considerations. This relative entropy is interpreted as a level-2.5 large-deviations action functional. That is, the level-two large-deviations action functional for empirical distributions of continuous-time Markov chains can be derived from the relative entropy using the contraction mapping principle
  • Keywords
    Markov processes; entropy; information theory; Markov transition rate matrices; continuous-time Markov chains; contraction mapping; level-2.5 large-deviations action functional; relative entropy; sample path considerations; Entropy; Information theory; Matrices; Poisson equations; Random number generation; Random variables; Trajectory; Transforms;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/18.256516
  • Filename
    256516
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1007999