Browsing Department of Pure Mathematics and Mathematical Statistics (DPMMS) by Subject "Finite state Markov chains"

Now showing items 1-1 of 1

  • Characterisation of gradient flows on finite state Markov chains 

    Dietert, Helge (Institute of Mathematical StatisticsElectronic Communications in Probability, 2015-03-29)
    In his 2011 work, Maas has shown that the law of any time-reversible continuoustime Markov chain with finite state space evolves like a gradient flow of the relative entropy with respect to its stationary distribution. ...