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Stochastic operators,information, and entropy
Authors:Jürgen Voigt
Institution:(1) Mathematisches Institut der Universität München, D-8000 München 2, Germany
Abstract:For a stochastic operatorU on andL 1-space, i.eU is linear, positive, and norm preserving on the positive cone ofL 1, it is shown thatU decreases relative information between two nonnegativeL 1-functions. Furthermore it is shown that the following properties ofU are closely related:U is energy decreasing (energy preserving),U isH-decreasing, whereH is Boltzmann'sH-functional, and the Maxwell distributions are fixed points ofU.
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