REVERSIBILITY AND ENTROPY PRODUCTION OF MARKOV PROCESSES

REVERSIBILITY AND ENTROPY PRODUCTION OF MARKOV PROCESSES
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DOI:
10.1090/conm/118/1137974
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发表时间:
1985
期刊:
Chinese Journal of applied probability and statistics
影响因子:
--
通讯作者:
M. Qian
M. Qian
中科院分区:
其他
文献类型:
--
作者:
M. Qian

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本文给出了随机过程熵产生的一般概率定义,并在马尔可夫链和扩散的具体情况下,得到了它的显式表达式,它与物理学家和化学家给出的熵产生的一般概率定义完全吻合。由此可见,熵产生实际上是描述随机过程离可逆性有多远的一个判据。
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.