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.
Naudts
Jan
J
Departement Fysica, Universiteit Antwerpen, Groenenborgerlaan 171, 2020 Antwerpen, Belgium. jan.naudts@ua.ac.be
Van der Straeten
Erik
E