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  • Search: subject:"60F10 60F05 60K35 Maximum entropy principle"
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60F10 60F05 60K35 Maximum entropy principle 1 Large deviations Laplace's method Conditional limit theorem Empirical process Conditional expectation Weak convergence Fading condition 1
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Horsthemke, Benedikt 1 Rüttermann, Markus 1
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Stochastic Processes and their Applications 1
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On the maximum entropy principle for a class of stochastic processes
Horsthemke, Benedikt; Rüttermann, Markus - In: Stochastic Processes and their Applications 56 (1995) 1, pp. 117-132
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...
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