Transition records of stationary Markov chains

被引：8

作者：

Naudts, Jan ^{[1
]}

Van der Straeten, Erik ^{[1
]}

机构：

[1] Univ Antwerp, Dept Fys, B-2020 Antwerp, Belgium

来源：

PHYSICAL REVIEW E | 2006年 / 74卷 / 04期

关键词：

D O I：

10.1103/PhysRevE.74.040103

中图分类号：

O35 [流体力学]; O53 [等离子体物理学];

学科分类号：

070204 ; 080103 ; 080704 ;

摘要：

In any Markov chain with finite state space the distribution of transition records always belongs to the exponential family. This observation is used to prove a fluctuation theorem, and to show that the dynamical entropy of a stationary Markov chain is linear in the number of steps. Three applications are discussed. A known result about entropy production is reproduced. A thermodynamic relation is derived for equilibrium systems with Metropolis dynamics. Finally, a link is made with recent results concerning a one-dimensional polymer model.

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页数：4

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