A second law for open Markov processes

DOI10.1142/S1230161216500062MaRDI QIDQ2802239zbMATH OpenWikidataFDO

Authors Blake S. Pollard

Publication date 25 April 2016

Published in Open Systems \& Information Dynamics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1410.6531

zbMATH Keywords

compositionopen Markov processesrelative entropy

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Markov processes (60J99)

Abstract: In this paper we define the notion of an open Markov process. An open Markov process is a generalization of an ordinary Markov process in which populations are allowed to flow in and out of the system at certain boundary states. We show that the rate of change of relative entropy in an open Markov process is less than or equal to the flow of relative entropy through its boundary states. This can be viewed as a generalization of the Second Law for open Markov processes. In the case of a Markov process whose equilibrium obeys detailed balance, this inequality puts an upper bound on the rate of change of the free energy for any non-equilibrium distribution.

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Cites work

• Data Processing Theorems and the Second Law of Thermodynamics
• Entropy: the Markov ordering approach
• Markov Processes and the H-Theorem
• On Information and Sufficiency
• Relative entropy under mappings by stochastic matrices

Cited in

(1)

• Dependence of dissipation on the initial distribution over states

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