Transition records of stationary Markov chains.

Phys Rev E Stat Nonlin Soft Matter Phys

Departement Fysica, Universiteit Antwerpen, Groenenborgerlaan 171, 2020 Antwerpen, Belgium.

Published: October 2006

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.

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http://dx.doi.org/10.1103/PhysRevE.74.040103DOI Listing

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