Understanding frequency distributions of path-dependent processes with non-multinomial maximum entropy approaches

Path-dependent stochastic processes are often non-ergodic and observables can no longer be computed within the ensemble picture. The resulting mathematical difficulties pose severe limits to the analytical understanding of path-dependent processes. Their statistics is typically non-multinomial in th...

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التفاصيل البيبلوغرافية

الحاوية / القاعدة:	New Journal of Physics
المؤلفون الرئيسيون:	Rudolf Hanel, Bernat Corominas-Murtra, Stefan Thurner
التنسيق:	مقال
اللغة:	الإنجليزية
منشور في:	IOP Publishing 2017-01-01
الموضوعات:	Pólya urn processes statistical mechanics maximum entropy principle relative entropy information divergence
الوصول للمادة أونلاين:	https://doi.org/10.1088/1367-2630/aa611d