<p>We perform a systematic symmetry classification of the Markov generators of classical stochastic processes. Our classification scheme is based on the action of involutive symmetry transformations of a real Markov generator, extending the Bernard-LeClair scheme to the arena of classical stochastic processes and leading to a set of up to fifteen allowed symmetry classes. We construct families of solutions of arbitrary matrix dimensions for five of these classes with a simple physical interpretation of particles hopping on multipartite graphs. In the remaining classes, such a simple construction is prevented by the positivity of entries of the generator particular to classical stochastic processes, which imposes a further requirement beyond the usual symmetry classification constraints. We partially overcome this difficulty by resorting to a stochastic optimization algorithm, finding specific examples of generators of small matrix dimensions in six further classes, leaving the existence of the final four allowed classes an open problem. Our symmetry-based results unveil new possibilities in the dynamics of classical stochastic processes: Kramers degeneracy of eigenvalue pairs, dihedral symmetry of the spectra of Markov generators, and time reversal properties of stochastic trajectories and correlation functions.</p>

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

Symmetry Classes of Classical Stochastic Processes

  • Lucas Sá,
  • Pedro Ribeiro,
  • Tomaž Prosen,
  • Denis Bernard

摘要

We perform a systematic symmetry classification of the Markov generators of classical stochastic processes. Our classification scheme is based on the action of involutive symmetry transformations of a real Markov generator, extending the Bernard-LeClair scheme to the arena of classical stochastic processes and leading to a set of up to fifteen allowed symmetry classes. We construct families of solutions of arbitrary matrix dimensions for five of these classes with a simple physical interpretation of particles hopping on multipartite graphs. In the remaining classes, such a simple construction is prevented by the positivity of entries of the generator particular to classical stochastic processes, which imposes a further requirement beyond the usual symmetry classification constraints. We partially overcome this difficulty by resorting to a stochastic optimization algorithm, finding specific examples of generators of small matrix dimensions in six further classes, leaving the existence of the final four allowed classes an open problem. Our symmetry-based results unveil new possibilities in the dynamics of classical stochastic processes: Kramers degeneracy of eigenvalue pairs, dihedral symmetry of the spectra of Markov generators, and time reversal properties of stochastic trajectories and correlation functions.