On the entropy of a class of constrained random walks

Ido Dayan, Moshe Gitterman and George H. Weiss

Physica A: Statistical Mechanics and its Applications, 1992, vol. 183, issue 4, 508-518

Abstract: 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).

Date: 1992
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:183:y:1992:i:4:p:508-518

DOI: 10.1016/0378-4371(92)90297-4

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