Gibbs conditioning extended, Boltzmann conditioning introduced

Abstract

Conditional Equi-concentration of Types on I-projections (ICET) and Extended Gibbs Conditioning Principle (EGCP) provide an extension of Conditioned Weak Law of Large Numbers and of Gibbs Conditioning Principle to the case of non-unique Relative Entropy Maximizing (REM) distribution (aka I-projection). ICET and EGCP give a probabilistic justification to REM under rather general conditions. mu-projection variants of the results are introduced. They provide a probabilistic justification to Maximum Probability (MaxProb) method. 'REM/MaxEnt or MaxProb?' question is discussed, briefly. Jeffreys Conditioning Principle is mentioned.

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