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The Gibbs principle for Markov jump processes

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  • Aboulalaâ, Adnan

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 [var epsilon] [0, T] given the condition that the empirical energy function of N copies of the process, remains in some domain for all t [var epsilon] [0, T], when N is large. The main tools are Csiszár's theory on conditional limit theorems and a law of large numbers in non-separable Banach spaces.

Suggested Citation

  • Aboulalaâ, Adnan, 1996. "The Gibbs principle for Markov jump processes," Stochastic Processes and their Applications, Elsevier, vol. 64(2), pages 257-271, November.
    • Handle: RePEc:eee:spapps:v:64:y:1996:i:2:p:257-271
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