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Dynamical symmetries of stochastic processes

✍ Scribed by R.D. Levine; C.E. Wulfman

Publisher
Elsevier Science
Year
1985
Tongue
English
Weight
390 KB
Volume
113
Category
Article
ISSN
0009-2614

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✦ Synopsis

The matrix master equation governing the time evolution of probabilities for a system in ~qu~b~um is rewritten as a linear di:ferential equation. The (time+3ependent) constraints to be used in the maximum entropy formalism so as to obtain an exact solution of the master equation are identiCied. They are shown to be the generators of entropy production.

The Lie sym:retdes of the differential equation can be utilized much as III the case of Hamiltoruan tine evolution.

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l ) We suppose that the reader is familiar with the terminology of the general theory of stochastic processes that we use systematically (cf. [6, 7, IS]).