A REMARK ON A VARIATIONAL PROBLEM IN PROBABILITY

Authors
REISCHER C REMILLARD B
Citation
C. Reischer et B. Remillard, A REMARK ON A VARIATIONAL PROBLEM IN PROBABILITY, Information sciences, 74(3), 1993, pp. 213-221
Citations number
4
Categorie Soggetti
Information Science & Library Science","Computer Applications & Cybernetics
Journal title
Information sciences → ACNP
ISSN journal
00200255
Volume
74
Issue
3
Year of publication
1993
Pages
213 - 221
Database
ISI
SICI code
0020-0255(1993)74:3<213:AROAVP>2.0.ZU;2-4
Abstract
We give the solution of the generalized form of the problem of minimiz ing the entropy with respect to a given probability measure under cons traints. This solution is unique under certain conditions. In a partic ular case, we retrieve the form of the transition function for a finit e probabilistic automaton. These results are important in large deviat ion theory and statistical mechanics.