Non-equilibrium entropy on stationary Markov processes |
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Authors: | A. Servet Martínez |
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Affiliation: | (1) Depto de Matemáticas y Ciencias de la Computación, Fac. de Ciencias Físicas y Matemáticas, Universidad de Chile, Casilla 5272 correo 3, Santiago, Chile |
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Abstract: | 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 0(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 Lp-spaces for p>1. By means of the quadratic function 2(t)=t2–1, we relate the non-equlibrium entropies defined by the past -algebras of a K-dynamical system with the non-equilibrium entropy of its associated irreversible Markov processes converging to equilibrium.Partially supported by DIB Universidad de Chile, E19468412. |
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Keywords: | 60J05 82A05 28D05 |
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