Symmetry classes of classical stochastic processes

Fuente: arXiv
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Autori principali: Sá, Lucas, Ribeiro, Pedro, Prosen, Tomaž, Bernard, Denis
Natura: Preprint
Pubblicazione: 2024
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author Sá, Lucas
Ribeiro, Pedro
Prosen, Tomaž
Bernard, Denis
author_facet Sá, Lucas
Ribeiro, Pedro
Prosen, Tomaž
Bernard, Denis
contents 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.
format Preprint
id arxiv_https___arxiv_org_abs_2406_17955
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Symmetry classes of classical stochastic processes
Sá, Lucas
Ribeiro, Pedro
Prosen, Tomaž
Bernard, Denis
Statistical Mechanics
Disordered Systems and Neural Networks
Mathematical Physics
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.
title Symmetry classes of classical stochastic processes
topic Statistical Mechanics
Disordered Systems and Neural Networks
Mathematical Physics
url https://arxiv.org/abs/2406.17955