Maximal entropy of markov chains with common steady-state probabilities

Yigal Gerchak

doi:10.1057/jors.1981.46

Maximal entropy of markov chains with common steady-state probabilities

Yigal Gerchak^*

^*Corresponding author for this work

Concordia University

Research output: Contribution to journal › Article › peer-review

5 Scopus citations

Abstract

It is proved that of all Markov chains with common steady-state probabilities the one whose entropy is largest is the one whose rows are all equal to the steady-state probabilities.

Original language	English
Pages (from-to)	233-234
Number of pages	2
Journal	Journal of the Operational Research Society
Volume	32
Issue number	3
DOIs	https://doi.org/10.1057/jors.1981.46
State	Published - Mar 1981
Externally published	Yes

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title = "Maximal entropy of markov chains with common steady-state probabilities",

abstract = "It is proved that of all Markov chains with common steady-state probabilities the one whose entropy is largest is the one whose rows are all equal to the steady-state probabilities.",

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Maximal entropy of markov chains with common steady-state probabilities

Abstract

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