Transition records of stationary Markov chains.

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.

• Publication year

  2006

• Venue

  Physical review. E, Statistical, nonlinear, and soft matter physics

• Publication date

  2006-07-19

• Fields of study

  Medicine, Physics, Mathematics

• Identifiers
  DOI 10.1103/PhysRevE.74.040103arXiv cond-mat/0607485PMID 17155010
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar, PubMed

• No claims are published for this paper.

• No concepts are published for this paper.

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