• Medientyp: E-Artikel
  • Titel: Reversibility and entropy production of inhomogeneous Markov chains
  • Beteiligte: Ge, Hao; Jiang, Da-Quan; Qian, Min
  • Erschienen: Cambridge University Press (CUP), 2006
  • Erschienen in: Journal of Applied Probability
  • Sprache: Englisch
  • DOI: 10.1017/s0021900200002400
  • ISSN: 0021-9002; 1475-6072
  • Schlagwörter: Statistics, Probability and Uncertainty ; General Mathematics ; Statistics and Probability
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  • Beschreibung: <jats:p>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.</jats:p>