TY - JOUR
T1 - On the entropy of a class of constrained random walks
AU - Dayan, Ido
AU - Gitterman, Moshe
AU - Weiss, George H.
PY - 1992/5/15
Y1 - 1992/5/15
N2 - We define and calculate the entropy of some random walks which have two endpoints fixed, and for which displacements are allowed to take all possible values. An example is given in which the entropy can either be increased or decreased by imposing a constraint. It is also shown, by example, that when the constrained entropy approaches its unconstrained value, the rate of approach is asymptotically O((ln n)/n).
AB - We define and calculate the entropy of some random walks which have two endpoints fixed, and for which displacements are allowed to take all possible values. An example is given in which the entropy can either be increased or decreased by imposing a constraint. It is also shown, by example, that when the constrained entropy approaches its unconstrained value, the rate of approach is asymptotically O((ln n)/n).
UR - http://www.scopus.com/inward/record.url?scp=3643064053&partnerID=8YFLogxK
U2 - 10.1016/0378-4371(92)90297-4
DO - 10.1016/0378-4371(92)90297-4
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AN - SCOPUS:3643064053
SN - 0378-4371
VL - 183
SP - 508
EP - 518
JO - Physica A: Statistical Mechanics and its Applications
JF - Physica A: Statistical Mechanics and its Applications
IS - 4
ER -