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Maxentropy Completion and Properties of Some Partially Defined Stationary Markov Chains

  • Pierre Collet,
  • Servet Martínez

摘要

We consider a stationary Markovian evolution with values on a finite disjointly partitioned set space \(I\sqcup \mathcal{E}\) I E . The evolution is visible (in the sense of knowing the transition probabilities) on the states in I but not for the states in \(\mathcal{E}\) E . One only knows some partial information on the transition probabilities on \(\mathcal{E}\) E , the input and output transition probabilities and some constraints of the transition probabilities on \(\mathcal{E}\) E . Under some conditions we supply the transition probabilities on \(\mathcal{E}\) E that satisfies the maximum entropy principle.