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) |
|---|---|
| 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
Fingerprint
Dive into the research topics of 'Relative entropy between Markov transition rate matrices'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver