效用最大化熵与热力学第二定律
概率论
2007-05-23 v1
摘要
数学金融中的期望效用最大化问题导致对经典熵定义的一种推广。我们证明，热力学第二定律起作用的充分必要条件是任一广义熵都应趋于其零的最小值。
引用
@article{arxiv.math/0410115,
title = {Utility maximizing entropy and the second law of thermodynamics},
author = {Wojciech Slomczynski and Tomasz Zastawniak},
journal= {arXiv preprint arXiv:math/0410115},
year = {2007}
}
备注
Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Probability (http://www.imstat.org/aop/) at http://dx.doi.org/10.1214/009117904000000117