Posterior probability and fluctuation theorem in stochastic processes

Jun Ohkubo

doi:10.1143/jpsj.78.123001

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arXiv · 0909.5292

Posterior probability and fluctuation theorem in stochastic processes

Jun Ohkubo

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Abstract

A generalization of fluctuation theorems in stochastic processes is proposed. The new theorem is written in terms of posterior probabilities, which are introduced via the Bayes theorem. In usual fluctuation theorems, a forward path and its time reversal play an important role, so that a microscopically reversible condition is essential. In contrast, the microscopically reversible condition is not necessary in the new theorem. It is shown that the new theorem adequately recovers various theorems and relations previously known, such as the Gallavotti-Cohen-type fluctuation theorem, the Jarzynski equality, and the Hatano-Sasa relation, when adequate assumptions are employed.

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Jun Ohkubo. 2009-09-29. Posterior probability and fluctuation theorem in stochastic processes. https://doi.org/10.1143/jpsj.78.123001

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