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Mathematics > Probability

Title: On the Poisson equation for nonreversible Markov jump processes

Abstract: We study the solution $V$ of the Poisson equation $LV + f=0$ where $L$ is the backward generator of an irreducible (finite) Markov jump process and $f$ is a given centered state function. Bounds on $V$ are obtained using a graphical representation derived from the Matrix Forest Theorem and using a relation with mean first-passage times. Applications include estimating time-accumulated differences during relaxation toward a steady nonequilibrium regime.
Subjects: Probability (math.PR); Statistical Mechanics (cond-mat.stat-mech); Mathematical Physics (math-ph)
Journal reference: J. Math. Phys. 65, 043301 (2024)
DOI: 10.1063/5.0184909
Cite as: arXiv:2310.19219 [math.PR]
  (or arXiv:2310.19219v1 [math.PR] for this version)

Submission history

From: Faezeh Khodabandehlou [view email]
[v1] Mon, 30 Oct 2023 01:40:22 GMT (542kb,D)

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