对于半马尔科夫过程中的大偏差的步行者方法与对产生的应用
Alexander M Maier1, Jonas H Fritz1, Udo Seifert1
1Universität Stuttgart, II. Institut für Theoretische Physik, 70550 Stuttgart, Germany.
Physical review. E
|February 20, 2026
概括
本研究为没有方向-时间独立性的半马尔科夫过程推导了速率函数,这对于分析随机热力学中部分可访问的系统至关重要. 这些发现为有限时间测量的生产率波动提供了边界.
科学领域:
- 统计物理 统计物理
- 非平衡的热力学 热力学
- 随机过程 随机过程
背景情况:
- 半马尔科夫过程对于在随机热力学中建模部分可观测系统至关重要.
- 关于半马尔科夫过程的速率函数的现有文献经常假设方向-时间独立性 (DTI),限制了适用性.
- 在随机系统中,粗粒度和等待时间分析往往导致半马科维行为.
研究的目的:
- 在半马尔科夫过程中,特别是那些缺乏方向-时间独立性 (DTI) 的过程中,推导出经验数量的速率函数.
- 为了确定实证生产率的速率函数的边界.
- 在有限时间测量中,为平均产量速率的变异提供下限.
主要方法:
- 在离散时间的马尔科夫链中,对于元组频率的速率函数的可访问推导.
- 扩展这个导出到经验性的半马尔科夫内核没有DTI的过程.
- 对实证生产率的速率函数的上限的导出.
主要成果:
- 该研究提出了一种方法来计算没有DTI的半马尔科夫过程的速率函数.
- 获得了实证生产率的速率函数的上限.
- 对于有限轨迹来说,已经确定了平均产量速率变异的下限.
结论:
- 导出的边界为复杂的随机系统中产生的波动提供了有价值的见解.
- 这些方法适用于更广泛的一类半马尔科夫过程,而不仅仅是DTI.
- 这些发现有助于更深入地了解部分可观测系统中的热力学特性.
相关概念视频
Entropy
26.2K
Salt particles that have dissolved in water never spontaneously come back together in solution to reform solid particles. Moreover, a gas that has expanded in a vacuum remains dispersed and never spontaneously reassembles. The unidirectional nature of these phenomena is the result of a thermodynamic state function called entropy (S). Entropy is the measure of the extent to which the energy is dispersed throughout a system, or in other words, it is proportional to the degree of disorder of a...
26.2K
Entropy
2.8K
The first law of thermodynamics is quantitatively formulated via an equation relating the internal energy of a system, the heat exchanged by it, and the work done on it. A quantitative formulation of the second law of thermodynamics leads to defining a state function, the entropy.
When an ideal gas expands isothermally, the disorder in the gas increases. From the molecular perspective, the gas molecules have more volume to move around in.
Consider an infinitesimal step in the expansion, which...
When an ideal gas expands isothermally, the disorder in the gas increases. From the molecular perspective, the gas molecules have more volume to move around in.
Consider an infinitesimal step in the expansion, which...
2.8K
Entropy Change in Reversible Processes
2.4K
In the Carnot engine, which achieves the maximum efficiency between two reservoirs of fixed temperatures, the total change in entropy is zero. The observation can be generalized by considering any reversible cyclic process consisting of many Carnot cycles. Thus, it can be stated that the total entropy change of any ideal reversible cycle is zero.
The statement can be further generalized to prove that entropy is a state function. Take a cyclic process between any two points on a p-V diagram.
The statement can be further generalized to prove that entropy is a state function. Take a cyclic process between any two points on a p-V diagram.
2.4K
Propagation of Uncertainty from Random Error
2.0K
An experiment often consists of more than a single step. In this case, measurements at each step give rise to uncertainty. Because the measurements occur in successive steps, the uncertainty in one step necessarily contributes to that in the subsequent step. As we perform statistical analysis on these types of experiments, we must learn to account for the propagation of uncertainty from one step to the next. The propagation of uncertainty depends on the type of arithmetic operation performed on...
2.0K
The Entropy as a State Function
134
Consider an arbitrary process that moves between two specific states (A and B) in a cyclic manner. This process is reversible and broken down into smaller parts that each follow a Carnot cycle. A Carnot cycle has two isothermal (constant temperature) processes. During these processes, the ratio of the amount of heat transferred to their respective temperature remains constant. The other two processes in the Carnot cycle are also reversible but adiabatic, which means they occur without any heat...
134
Entropy Changes Accompanying Specific Processes
172
Entropy, a measure of disorder in a system, changes during phase transitions like freezing or boiling. At the transition temperature Ttrs, where two phases are in equilibrium, the phase transition is a reversible process. The entropy change can be calculated from a substance's enthalpy of transition using the equation ΔStrs = ΔtrsH /Ttrs.When a perfect gas expands isothermally from one volume to another, entropy increases logarithmically with volume. Conversely, isothermal compression...
172


