Browsing Department of Pure Mathematics and Mathematical Statistics (DPMMS) by Subject "Finite state Markov chains"
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Characterisation of gradient flows on finite state Markov chains
(Institute of Mathematical StatisticsElectronic Communications in Probability, 20150329)In his 2011 work, Maas has shown that the law of any timereversible continuoustime Markov chain with finite state space evolves like a gradient flow of the relative entropy with respect to its stationary distribution. ...