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Canonical distributions and phase transitions

K.B. AthreyaJ.D.H. Smith — 2000

Discussiones Mathematicae Probability and Statistics

Entropy maximization subject to known expected values is extended to the case where the random variables involved may take on positive infinite values. As a result, an arbitrary probability distribution on a finite set may be realized as a canonical distribution. The Rényi entropy of the distribution arises as a natural by-product of this realization. Starting with the uniform distributionon a proper subset of a set, the canonical distribution of equilibriumstatistical mechanics may be used to exhibit...

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