The Green–Kubo formula, autocorrelation function and fluctuation spectrum for finite Markov chains with continuous time

DOI10.1088/0305-4470/39/11/001zbMath1090.82022OpenAlexW2073765202MaRDI QIDQ3379369

Xi Chen, Min-ping Qian, Yong Chen

Publication date: 6 April 2006

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0305-4470/39/11/001

zbMATH Keywords

Markov chainsGreen-Kubo formulanonequilibrium steady statesfluctuation-dissipation relationsreversible random processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (3)

On characterization of reversible Markov processes by monotonicity of the fluctuation spectral density ⋮ Irreversibility implies the occurrence of nonmonotonic power spectra ⋮ On the relation between reversibility and monotonicity of fluctuation spectra for discrete time finite state Markov chains

This page was built for publication: The Green–Kubo formula, autocorrelation function and fluctuation spectrum for finite Markov chains with continuous time