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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Gerchak, Y. Maximal Entropy of Markov Chains with Common Steady-State Probabilities. J Oper Res Soc 32, 233–234 (1981). https://doi.org/10.1057/jors.1981.46
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DOI: https://doi.org/10.1057/jors.1981.46