The Green–Kubo formula and power spectrum of reversible Markov processes

As is known, the entropy production rate of a stationary Markov process vanishes if and only if the process is reversible. In this paper, we discuss the reversibility of a stationary Markov process from a functional analysis point of view. It is shown that the process is reversible if and only if it...

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Veröffentlicht in:Journal of mathematical physics 2003-10, Vol.44 (10), p.4681-4689
Hauptverfasser: Jiang, Da-Quan, Zhang, Fu-Xi
Format: Artikel
Sprache:eng
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Zusammenfassung:As is known, the entropy production rate of a stationary Markov process vanishes if and only if the process is reversible. In this paper, we discuss the reversibility of a stationary Markov process from a functional analysis point of view. It is shown that the process is reversible if and only if it has a symmetric Markov semigroup, equivalently, a self-adjoint infinitesimal generator. Applying this fact, we prove that the Green–Kubo formula holds for reversible Markov processes. By demonstrating that the power spectrum of each reversible Markov process is Lorentz-typed, we show that it is impossible for stochastic resonance to occur in systems with zero entropy production.
ISSN:0022-2488
1089-7658
DOI:10.1063/1.1610780