We describe an algorithm to efficiently compute maximum entropy densities, i.e. densities maximizing the Shannon entropy - [image omitted]  under a set of constraints [image omitted] . Our method is based on an algorithm by Zellner and Highfield, which has been found not to converge under a...

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...