Mathematics > Dynamical Systems
[Submitted on 22 Apr 2018 (v1), last revised 3 Jan 2019 (this version, v2)]
Title:Stochastic Dynamics II: Finite Random Dynamical Systems, Linear Representation, and Entropy Production
View PDFAbstract:We study finite state random dynamical systems (RDS) and their induced Markov chains (MC) as stochastic models for complex dynamics. The linear representation of deterministic maps in RDS are matrix-valued random variables whose expectations correspond to the transition matrix of the MC. The instantaneous Gibbs entropy, Shannon-Khinchin entropy per step, and the entropy production rate of the MC are discussed. These three concepts as key anchor points in stochastic dynamics, characterize respectively the uncertainties of the system at instant time $t$, the randomness generated per step, and the dynamical asymmetry with respect to time reversal. The entropy production rate, expressed in terms of the cycle distributions, has found an expression in terms of the probability of the deterministic maps with the single attractor in the maximum entropy RDS. For finite RDS with invertible transformations, the non-negative entropy production rate of its MC is bounded above by the Kullback-Leibler divergence of the probability of the deterministic maps with respect to its time-reversal dual probability.
Submission history
From: Felix Xiaofeng Ye [view email][v1] Sun, 22 Apr 2018 21:19:21 UTC (236 KB)
[v2] Thu, 3 Jan 2019 17:13:45 UTC (170 KB)
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