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原文連結
論文資訊
- 類型：已發表論文
- 日期：2017-02-17
摘要
Path-dependent 隨機 processes are often non-遍歷 and observables can no longer be computed within the ensemble picture. The resulting 數學 difficulties pose severe limits to the analytical understanding of path-dependent processes. Their statistics is typically non-multinomial in the sense that the multiplicities of the occurrence of states is not a multinomial factor. The maximum 熵 principle is tightly related to multinomial processes, non-interacting systems, and to the ensemble picture; it loses its meaning for path-dependent processes. Here we show that an equivalent to the ensemble picture exists for path-dependent processes, such that the non-multinomial statistics of the underlying dynamical process, by construction, is captured correctly in a functional that plays the role of a relative
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