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Non-equilibrium entropy on stationary Markov processes by A. Servet Martínez is a Mathematics article available to read on EtoBox.

What is Non-equilibrium entropy on stationary Markov processes about?

We study the evolution of probability measures under the action of stationary Markov processes by means of a non-equilibrium entropy defined in terms of a convex function $. We prove that the convergence of the non-equilibrium entropy to zero for all measures of finite entropy is independent of for a wide class of convex functions, including ~po(t) = t log t. We also prove that this is equivalent to the convergence of all the densities of a finite norm to a uniform density, on the Orlicz spaces related to $, which include the Le-spaces for p > 1. By means of the quadratic function t~2(t ) = t 2 -1, we relate the nonequilibrium entropies defined by the past a-algebras of a K-dynamical system with the non-equilibrium entropy of its associated irreversible Markov processes converging to equilibrium. AMS (MOS) subject classifications (1950). 60J05, 82A05, 28D05.

Who reads Non-equilibrium entropy on stationary Markov processes?

It is typically read by researchers, students, and practitioners in Mathematics.

Author
A. Servet Martínez
Publisher
Springer Netherlands; Springer-Verlag; Springer Science and Business Media LLC; Society for Mining, Metallurgy and Exploration Inc. (ISSN 0167-8019)
Published
1985
Language
EN
Field
Mathematics (Physical Sciences)

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