REVERSIBILITY AND ENTROPY PRODUCTION OF MARKOV PROCESSES

M. Qian
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引用次数: 21

Abstract

In the present paper,a general probabilistic definition of the entropy production for stochastic processes is given.In the concrete cases of Markov chains and diffussions,we get its explicit expressions,which meet those given by physists and chemists perfectly. Therefore,it could be seen that the entropy production is really a criterion to describe how far a stochastic process is from the reversibility.
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马尔可夫过程的可逆性和熵的产生
本文给出了随机过程熵产生的一般概率定义。在马尔可夫链和扩散的具体情况下,我们得到了它的显式表达式,完全符合物理学家和化学家给出的表达式。由此可见,熵产实际上是描述随机过程离可逆性有多远的一个标准。
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Characterizations of Normal Distribution THE ESTIMATION OF DISTRIBUTIONS UNDER A PARTICULAR RANDOM CENSORING REVERSIBILITY AND ENTROPY PRODUCTION OF MARKOV PROCESSES
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