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Entropy maximization for Markov and semi-Markov processes. (English) Zbl 1043.60080
From the author’s abstract: The literature about maximum of entropy for Markov processes deals mainly with discrete-time Markov chains. Very few papers dealing with continuous-time jump Markov processes exist and none dealing with semi-Markov processes. It is the aim of this paper to contribute to fill this lack.
For related papers see: M. B. Dumitrescu [Čas. Pěstování Mat. 113, 429–434 (1988; Zbl 0666.60076)] and N. Limnios and Gh. Oprişan [Rev. Roum. Math. Pures Appl. 44, No. 1, 75–83 (1999; Zbl 0995.60034)].

MSC:
60K15 Markov renewal processes, semi-Markov processes
60J25 Continuous-time Markov processes on general state spaces
62B10 Statistical aspects of information-theoretic topics
94A17 Measures of information, entropy
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