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On large deviations and relative entropy of Markov random fields

  • Infinite-dimensional Stochastic Systems And Random Fields. Stochastic Partial Differential Equations
  • Conference paper
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Stochastic Differential Systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 96))

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References

  1. M.D. Donsker and S.R.S. Varadhan, (1983): Asymptotic evaluation of certain Markov expectations for large time IV, Comm.Pure Appl.Math. 36, 183–212

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  2. R.S. Ellis, (1985): Entropy, Large Deviations and Statistical Mechanics. Springer, New York-Heidelberg.

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  3. H. Föllmer, (1973): On entropy and information gain in random fields. Z. Wahrsch. verw. Geb. 26, 207–217

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  4. H. Föllmer, (1979): On the global Markov property. In: Quantum Fields-Algebras, Processes (ed. L. Streit). Springer, Wien-New York

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  5. H. Föllmer and S. Orey, (1987): Large deviations for the empirical field of a Gibbs measure. Annals of Probability (to appear).

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  7. C. Preston, (1976): Random Fields. Springer Lecture Notes in Math. 534

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Author information

Authors and Affiliations

  1. Mathematikdepartement, ETH-Zentrum, CH 8092, Zürich

    H. Föllmer

Authors
  1. H. Föllmer
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Hans Jürgen Engelbert Wolfgang Schmidt

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© 1987 Springer-Verlag

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Föllmer, H. (1987). On large deviations and relative entropy of Markov random fields. In: Engelbert, H.J., Schmidt, W. (eds) Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 96. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0038918

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  • DOI: https://doi.org/10.1007/BFb0038918

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-18010-4

  • Online ISBN: 978-3-540-47245-2

  • eBook Packages: Springer Book Archive

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