Abstract
The relative entropy between two Markov transition rate matrices from sample path considerations is derived. This relative entropy is interpreted as a 'level 2.5' large deviations action functional. That is, the level two large deviations action functional for empirical distributions of continuous-time Markov chains can be derived from the relative entropy using the contraction mapping principle.
Original language | English (US) |
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Pages (from-to) | 1056-1057 |
Number of pages | 2 |
Journal | IEEE Transactions on Information Theory |
Volume | 39 |
Issue number | 3 |
DOIs | |
State | Published - 1993 |
All Science Journal Classification (ASJC) codes
- Information Systems
- Computer Science Applications
- Library and Information Sciences