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Bibliographic Details
Main Authors: Collet, Pierre, Martínez, Servet
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2402.14019
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Table of Contents:
  • We consider a stationary Markovian evolution with values on a disjointly partitioned set space $I\sqcup {\cal E}$. The evolution is visible (in the sense of knowing the transition probabilities) on the states in $I$ but not for the states in ${\cal E}$. One only knows some partial information on the transition probabilities on ${\cal E}$, the input and output transition probabilities and some constraints of the transition probabilities on ${\cal E}$. Under some conditions we supply the transition probabilities on ${\cal E}$ that satisfies the maximum entropy principle.