LINEARLY CONSTRAINED IOSIFESCU-THEODORESCU ENTROPY MAXIMIZATION FOR HOMOGENEOUS STATIONARY MULTIPLE MARKOV CHAINS

被引：0

作者：

Balcau, Costel ^{[1
]}

Niculescu, Cristian ^{[2
]}

机构：

[1] Univ Pitesti, Fac Math & Informat, Pitesti 110440, Romania

[2] Univ Bucharest, Fac Math & Informat, Bucharest 010014, Romania

来源：

MATHEMATICAL REPORTS | 2012年 / 14卷 / 03期

关键词：

homogeneous stationary Markov chain of order r; Iosifescu-Theodorescu entropy; maximum entropy principle; geometric programming; INFORMATION-THEORY; DUALITY; OPTIMALITY; RECONSTRUCTION; PREINVEX;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Using the maximum entropy principle and the geometric programming method we solve the problem of maximization of the Iosifescu-Theodorescu entropy for discrete time finite homogeneous stationary Markov chains of order r with linear constraints on r-step transition probabilities.

引用

页码：243 / 251

页数：9

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