Timeline for Entropy of Markov processes
Current License: CC BY-SA 2.5
2 events
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| Apr 9, 2010 at 15:06 | comment | added | Alekk | thank you very much for the reference. This seems to come from the fact that for a test function f, the following inequality L log(f) >= Lf/f is true. I can see that in the case of diffusions (for example), with generator of the form Lf = mu.f' + sigma^2.f'' but I still do not see why this should be true for a more general generator L. Is it ? | |
| Apr 9, 2010 at 14:43 | history | answered | Steve Huntsman | CC BY-SA 2.5 |