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Time averages and Boltzmann extremals for Markov chains, discrete Liouville equations, and the Kac circular model

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Time averages are proved to coincide with Boltzmann extremals for Markov chains, discrete Liouville equations, and their generalizations. A variational principle is proposed for finding stationary solutions in these cases.

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Correspondence to S. Z. Adzhiev.

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Original Russian Text © S.Z. Adzhiev, V.V. Vedenyapin, 2011, published in Zhurnal Vychislitel’noi Matematiki i Matematicheskoi Fiziki, 2011, Vol. 51, No. 11, pp. 2063–2074.

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Adzhiev, S.Z., Vedenyapin, V.V. Time averages and Boltzmann extremals for Markov chains, discrete Liouville equations, and the Kac circular model. Comput. Math. and Math. Phys. 51, 1942–1952 (2011). https://doi.org/10.1134/S0965542511110029

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  • DOI: https://doi.org/10.1134/S0965542511110029

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