• Corpus ID: 9876117

Analytical computation of frequency distributions of path-dependent processes by means of a non-multinomial maximum entropy approach

  title={Analytical computation of frequency distributions of path-dependent processes by means of a non-multinomial maximum entropy approach},
  author={Rudolf Hanel and Bernat Corominas-Murtra and Stefan Thurner},
Path-dependent stochastic processes are often non-ergodic and observables can no longer be computed within the ensemble picture. The resulting mathematical 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 entropy principle is tightly related to multinomial processes, non-interacting systems, and to the… 

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