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On the maximum entropy principle for a class of stochastic processes

Author

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  • Horsthemke, Benedikt
  • Rüttermann, Markus

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.

Suggested Citation

  • Horsthemke, Benedikt & Rüttermann, Markus, 1995. "On the maximum entropy principle for a class of stochastic processes," Stochastic Processes and their Applications, Elsevier, vol. 56(1), pages 117-132, March.
    • Handle: RePEc:eee:spapps:v:56:y:1995:i:1:p:117-132
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    References listed on IDEAS

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    1. Bolthausen, Erwin & Schmock, Uwe, 1989. "On the maximum entropy principle for uniformly ergodic Markov chains," Stochastic Processes and their Applications, Elsevier, vol. 33(1), pages 1-27, October.
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