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Reversibility and Entropy Production of Inhomogeneous Markov Chains
Hao Ge, Da-Quan Jiang and Min Qian
Journal of Applied Probability
Vol. 43, No. 4 (Dec., 2006), pp. 1028-1043
Published by: Applied Probability Trust
Stable URL: http://www.jstor.org/stable/27595797
Page Count: 16
You can always find the topics here!Topics: Markov chains, Entropy, Matrices, Transition probabilities, Fokker Planck equation, Markov processes, Transport phenomena, Signal noise, Differential equations
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In this paper we introduce the concepts of instantaneous reversibility and instantaneous entropy production rate for inhomogeneous Markov chains with denumerable state spaces. The following statements are proved to be equivalent: the inhomogeneous Markov chain is instantaneously reversible; it is in detailed balance; its entropy production rate vanishes. In particular, for a time-periodic birth—death chain, which can be regarded as a simple version of a physical model (Brownian motors), we prove that its rotation number is 0 when it is instantaneously reversible or periodically reversible. Hence, in our model of Markov chains, the directed transport phenomenon of Brownian motors can occur only in nonequilibrium and irreversible systems.
Journal of Applied Probability © 2006 Applied Probability Trust