Discrete-time classical and quantum Markovian evolutions: maximum entropy problems on path space

DOI10.1063/1.3372725MaRDI QIDQ5249125zbMATH OpenOpenAlexFDO

Authors Michele Pavon, Francesco Ticozzi

Publication date 29 April 2015

Published in Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0811.0933

Mathematics Subject Classification ID

Diffusion processes (60J60) Measures of information, entropy (94A17) Discrete-time Markov processes on general state spaces (60J05) Sample path properties (60G17) Quantum stochastic calculus (81S25)

Abstract: The theory of Schroedinger bridges for diffusion processes is extended to classical and quantum discrete-time Markovian evolutions. The solution of the path space maximum entropy problems is obtained from the a priori model in both cases via a suitable multiplicative functional transformation. In the quantum case, nonequilibrium time reversal of quantum channels is discussed and space-time harmonic processes are introduced.

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