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
Pages
16
From page
117
To page
132
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
Serial Year
1995
Journal title
Stochastic Processes and their Applications
Record number
1575648
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