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A Variational Principle for Markov Processes

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Abstract

In this note, we first present a result concerning a variational principle for general Markov processes. Then we apply it to spin particle systems to obtain a full form of a variational principle characterizing the stationary Markov laws of the systems. A related extreme decomposition for any stationary distribution of such Markov systems is also given.

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Chen, J. A Variational Principle for Markov Processes. Journal of Statistical Physics 96, 1359–1364 (1999). https://doi.org/10.1023/A:1004608904978

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  • DOI: https://doi.org/10.1023/A:1004608904978

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