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On Some connections between Statistical Inference, Statistical Mechanics and Information Theory

27 June 2014
San Francesco - Cappella Guinigi
There has been recent interest on the part of Physicists in Stochastic Control Theory: this interest arises from recent work in Non - Equilibrium Statistical Mechanics. I discuss one of these connections from the point of view of Information Theory and Filtering Theory: these ideas are also of interest in understanding the Thermodynamics of Noisy Electric Circuits.
Mitter, Sanjoy