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arXiv · 1506.06103

Stationary properties of maximum entropy random walks

Purushottam D. Dixit
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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.

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Purushottam D. Dixit. 2015-06-19. Stationary properties of maximum entropy random walks. https://doi.org/10.1103/physreve.92.042149

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