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Some Results on Entropic Projections

  • C. Léonard
Part of the Progress in Probability book series (PRPR, volume 50)

Abstract

We give a short survey of results related to the maximum entropy method. In this article we use the large deviations approach rather than the more direct convex analytical one. Indeed, the proposed applications are naturally stated in terms of large random particle systems, namely, the existence and construction problems for Schrödinger’s bridges and Nelson’s diffusion processes. These problems arise from probabilistic approaches to quantum mechanics.

Keywords

Relative Entropy Maximum Entropy Method Large Deviation Principle Contraction Principle Effective Domain 
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Copyright information

© Springer Science+Business Media New York 2001

Authors and Affiliations

  • C. Léonard
    • 1
    • 2
  1. 1.Modal-X, Université Paris 10, Bât. GNanterre CedexFrance
  2. 2.Centre de Mathématiques Appliquées, Ecole PolytechniquePalaiseau CedexFrance

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