Markov processes follow from the principle of maximum caliber.

Abstract

Markov models are widely used to describe stochastic dynamics. Here, we show that Markov models follow directly from the dynamical principle of maximum caliber (Max Cal). Max Cal is a method of deriving dynamical models based on maximizing the path entropy subject to dynamical constraints. We give three different cases. First, we show that if constraints… (More)
DOI: 10.1063/1.3681941

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