Ask a Question

Prefer a chat interface with context about you and your work?

Maxentropy completion and properties of some partially defined Stationary Markov chains

Maxentropy completion and properties of some partially defined Stationary Markov chains

We consider a stationary Markovian evolution with values on a disjointly partitioned set space $I\sqcup {\cal E}$. The evolution is visible (in the sense of knowing the transition probabilities) on the states in $I$ but not for the states in ${\cal E}$. One only knows some partial information on the …