EconPapers    
Economics at your fingertips  
 

On the equivalence between Bernoulli dynamical systems and stochastic Markov processes

M. Courbage and B. Misra

Physica A: Statistical Mechanics and its Applications, 1980, vol. 104, issue 3, 359-377

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.

Date: 1980
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0378437180900011
Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:104:y:1980:i:3:p:359-377

DOI: 10.1016/0378-4371(80)90001-1

Access Statistics for this article

Physica A: Statistical Mechanics and its Applications is currently edited by K. A. Dawson, J. O. Indekeu, H.E. Stanley and C. Tsallis

More articles in Physica A: Statistical Mechanics and its Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:phsmap:v:104:y:1980:i:3:p:359-377