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.
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Léonard, C. (2001). Some Results on Entropic Projections. In: Cruzeiro, A.B., Zambrini, JC. (eds) Stochastic Analysis and Mathematical Physics. Progress in Probability, vol 50. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-0127-4_4
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DOI: https://doi.org/10.1007/978-1-4612-0127-4_4
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