A Variational Principle for Markov Processes |
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| Authors: | Chen Jinwen |
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| Institution: | (1) Department of Applied Mathematics, Tsinghua University, Beijing, 100084, People's Republic of China |
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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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| Keywords: | interacting particle system variational principle ergodicity |
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