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On the equivalence between Bernoulli dynamical systems and stochastic Markov processes

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  • Courbage, M.
  • Misra, B.

Abstract

We extend to Bernoulli systems the explicit construction (elaborated previously for the baker transformation) of non-unitary, invertible transformations Λ, which associate Markovian processes admitting an H-theorem with the unitary dynamical group, through a similarity relation. We characterize the symmetries of the Bernoulli system as well as those of the associated Markov processes and provide examples of symmetry breaking under the passage, through a Λ transformation, from Bernoulli systems to stochastic Markov processes.

Suggested Citation

  • Courbage, M. & Misra, B., 1980. "On the equivalence between Bernoulli dynamical systems and stochastic Markov processes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 104(3), pages 359-377.
    • Handle: RePEc:eee:phsmap:v:104:y:1980:i:3:p:359-377
    DOI: 10.1016/0378-4371(80)90001-1
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    References listed on IDEAS

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    1. Misra, B. & Prigogine, I. & Courbage, M., 1979. "From deterministic dynamics to probabilistic descriptions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 98(1), pages 1-26.
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    Cited by:

    1. Gialampoukidis, I. & Gustafson, K. & Antoniou, I., 2014. "Time operator of Markov chains and mixing times. Applications to financial data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 415(C), pages 141-155.
    2. Gialampoukidis, Ilias & Antoniou, Ioannis, 2015. "Age, Innovations and Time Operator of Networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 432(C), pages 140-155.
    3. Gialampoukidis, I. & Gustafson, K. & Antoniou, I., 2013. "Financial Time Operator for random walk markets," Chaos, Solitons & Fractals, Elsevier, vol. 57(C), pages 62-72.

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