马尔可夫过程的熵产生率与不可逆性

§1 引言在非平衡态统计物理中,统计不可逆性与熵产生率是两个十分重要的概念.在[1]、[2]、[3]中,我们讨论了可以用马氏链描写的系统的可逆性与熵产生率,并证明一个平稳马氏链可逆的充分必要条件是熵产生率为零,进而又说明熵产生率是系统对时间的统计不可逆程度的一个刻划指标.但是,由于马氏链的状态空间的局限性,上述结果不能适应大量连续状态空间的物理问题研究的需要.为此,本文设法对一般的随机过程给出熵产生率的概率定义,并进而     

非齐马氏链熵率存在定理

本文引进数列绝对平均收敛的概念,它是数列收敛概念的推广,具有和普通收敛相同的运算性质.本文利用这个概念给出非齐次马氏链熵率存在的一个条件.     

非齐次树指标连续状态马氏链泛函的一个强偏差定理

强极限定理是概率论中的重要问题之一.通过引入样本相对熵率的概念,给出了非齐次树指标连续状态马氏链泛函的一个强偏差定理.     

关于有限马氏链相对熵密度和随机条件熵的一类极限定理

本文引进有限非齐次马链随机条件熵的概念，研究这个概念与相对熵密度的关系，并通过数列的绝对平均收敛的概念给出了有限非齐次马氏链的相对频率，相对熵密度和平均随机条件熵ａ．ｅ收敛于常数及有限非齐次马氏链熵率存在的条件。     

关于一类有限非齐次马尔可夫链熵率的收敛速度

运用随机条件熵的概念和绝对平均收敛的一些性质,利用H S Chang研究齐次马氏链熵率收敛速度的方法考虑了在给定条件下的一类有限非齐次马氏链熵率的指数收敛速度.     

信息量的公理化定义

信息论的基本概念是熵与信息量的概念,这些概念都是在Shannon的奠基性工作中引进的。就在这一工作中,Shannon就给出了一个熵的公理化定义。此后在和的工作中又简化了熵的公理化定义。指出对于信息量也给出这样一个公理化定义是有意思     

m重非齐次马氏链的Cesaro平均收敛性

引入m重非齐次马氏链的Cesaro平均收敛的概念,给出并证明m重非齐次马氏链的一个Cesaro平均收敛定理.作为应用,得到了m重非齐次马氏链熵率存在的一个定理.     

关于微分熵的一类强偏差定理

利用关于乘积分布密度的相对熵和相对熵率的概念,建立了相依连续型随机变量序列关于参考微分熵的一类强偏差定理,证明中给出了将Laplace变换应用于微分熵强偏差定理的研究的一种途径．     

关于样本熵的一类强偏差定理

设{Xn,n≥1}是在可数集S中取值的一列随机变量,其联合分布为gn(x1,……,xn),pk(xk)是Xk的边缘分布。本文利用关于乘积分布∏^nk=1pk(xk)的相对熵和样本相对熵率的概念建立了关于参考样本熵的一类强偏差定理。     

最大平均度量下的Bowen维数熵与测度下局部熵

熵是反映动力系统复杂性的一个非常重要的量.本文研究了平均意义下的动力系统的性质,对于最大平均度量,引入了Bowen维数熵以及测度下局部熵的概念.并研究了它们之间的关系,说明了在最大平均度量下,Bowen维数熵依然可以由测度下局部熵估计.     

Physical entropy, information entropy and their evolution equations

Inspired by the evolution equation of nonequilibrium statistical physics entropy and the concise statistical formula of the entropy production rate, we develop a theory of the dynamic information entropy and build a nonlinear evolution equation of the information entropy density changing in time and state variable space. Its mathematical form and physical meaning are similar to the evolution equation of the physical entropy: The time rate of change of information entropy density originates together from drift, diffusion and production. The concise statistical formula of information entropy production rate is similar to that of physical entropy also. Furthermore, we study the similarity and difference between physical entropy and information entropy and the possible unification of the two statistical entropies, and discuss the relationship among the principle of entropy increase, the principle of equilibrium maximum entropy and the principle of maximum information entropy as well as the connection between them and the entropy evolution equation.     

Entropy increase in dynamical systems

The rate of increase of the non-equilibrium entropy introduced by Goldstein and Penrose, defined on nonstationary probability measures for an abstract dynamical system, is quantitatively related to the Kolmogorov-Sinai entropy of the system. It is shown in particular that for ergodic systems the asymptotic rate of entropy increase coincides with the Kolmogorov-Sinai entropy. Supported in part by NSF Grant No. PHY 78-03816.     

Upper bound of time derivative of entropy for a dynamical system driven by quasimonochromatic noise

The quasimonochromatic noise (QMN) is the “truly colored” noise, and in this paper the upper bound of time derivative of entropy for a dynamical system driven by QMN is studied. The dimension of Fokker–Planck equation is reduced by the way of linear transformation. The exact time dependence of the upper bound for the rate of entropy change is calculated based on the definition of Shannon’s information entropy and the Schwartz inequality principle. The relationship between the properties of QMN and dissipative parameters and their effect on the upper bound for the rate of entropy change is also discussed.     

Entropy increase for ℤd-actions on a Lebesgue space

Our aim is to introduce the concepts of the entropy increase and the asymptotic rate of entropy increase for a ?^d-action on a Lebesgue space and to show that for ergodic ?^d-actions the asymptotic rate of entropy increase coincides with the Conze—Katznelson—Weiss (CKW) entropy. The result is the multidimensional analogue of the Goldstein result for onedimensional dynamical systems.     

Examples of entropy generating sequence

We introduce the notion of entropy generating sequence for infinite words and define its dimension when it exists. We construct an entropy generating sequence for each symbolic example constructed by Cassaigne such that the dimension of the sequence is the same as its topological entropy dimension. Hence the complexity can be measured via the dimension of an entropy generating sequence. Moreover, we construct a weakly mixing example with subexponential growth rate.     

On fundamental equation of statistical physics (II)

Some derivations based on the anomalous Langevin equation in Liouville space (i.e. Γ space) or its equivalent Liouville diffusion equation of time-reversal asymmetry are presented. The time rate of change, the balance equation, the entropy flow, the entropy production and the law of entropy increase of Gibbs nonequilibriurn entropy and Boltzmann nonequilibrium entropy are rigorously derived and presented here. Furthermore, a nonlinear evolution equation of Gibbs nonequilibrium entropy density and Boltzmann nonequilibrium entropy density is first derived. The evolution equation shows that the change of nonequilibrium entropy density originates from not only drift, but also typical diffusion and inherent source production. Contrary to conventional knowledge, the entropy production density σ?0 everywhere for all the inbomogeneous systems far from equilibrium cannot be proved. Conversely, σ may be negative in some local space of such systems.     

Bias of a nonparametric entropy estimator for Markov measures

We consider the problem of nonparametric entropy (entropy rate) estimation. We study the technique of nonparametric entropy estimation based on the so-called “nearest neighbor distances” and obtain a closed-form expression of the bias for Markov measures. This bias is a discontinuous function of transition probabilities. Bibliography: 20 titles.     

熵率在中国象棋上的应用

本文通过对加权图上的随机游动熵率的研究,引进了中国象棋各棋子的熵率,从而可以比较中国象棋各棋子的自由度.