On characterization of reversible Markov processes by monotonicity of the fluctuation spectral density

DOI10.1063/1.2338763zbMath1112.60056OpenAlexW1969644659MaRDI QIDQ3442062

Yong Chen, Min-ping Qian, Jian-Sheng Xie

Publication date: 16 May 2007

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

Full work available at URL: https://doi.org/10.1063/1.2338763

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Continuous-time Markov processes on general state spaces (60J25) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

Related Items (3)

Symmetric Measures, Continuous Networks, and Dynamics ⋮ 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

Cites Work

• Unnamed Item
• Mathematical theory of nonequilibrium steady states. On the frontier of probability and dynamical systems.
• Fundamental facts concerning reversible master equations
• The Green–Kubo formula, autocorrelation function and fluctuation spectrum for finite Markov chains with continuous time
• The Green–Kubo formula and power spectrum of reversible Markov processes

This page was built for publication: On characterization of reversible Markov processes by monotonicity of the fluctuation spectral density