Stationary properties of maximum entropy random walks
Abstract
Maximum entropy (maxEnt) inference of state probabilities using state-dependent constraints is popular in the study of complex systems. In stochastic dynamical systems, the effect of state space topology and path-dependent constraints on the inferred state probabilities is unknown. To that end, we derive the transition probabilities and the stationary distribution of a maximum {\it path} entropy Markov process subject to state- and path-dependent constraints. The stationary distribution reflects a competition between path multiplicity and imposed constraints and is significantly different from the Boltzmann distribution. We illustrate our results with a particle diffusing on an energy landscape. Connections with the path integral approach to diffusion are discussed.
Keywords
Cite
@article{arxiv.1506.06103,
title = {Stationary properties of maximum entropy random walks},
author = {Purushottam D. Dixit},
journal= {arXiv preprint arXiv:1506.06103},
year = {2015}
}