Нашли опечатку? Выделите ее мышкой и нажмите Ctrl+Enter
Название: A Variational Principle for Markov Processes
Автор: Chen J.
Аннотация:
Journal of Statistical Physics, Vol. 96, Nos. 56, 1999. p. 1359-1364.
In this note, we first present a result concerning a variational principle for general Markov processes. Then we apply it to spin particle systems to obtain a full form of a variational principle characterizing the stationary Markov laws of the systems. A related extreme decomposition for any stationary distribution of such Markov systems is also given.