Method of description of the off‐equilibrium property of stochastic processes with the use of Bayes’ probability

Autor: Shigeyuki Asami, Mashahiro Agu
Rok vydání: 1985
Předmět:
Zdroj: Journal of Applied Physics. 57:4839-4842
ISSN: 1089-7550
0021-8979
DOI: 10.1063/1.335303
Popis: A method is developed to describe the off‐equilibrium property of an open system by taking the difference between the forward and backward stochastic processes into account. Here the forward probability is concerned with an initially conditioned ensemble of fluctuations whereas the backward one is concerned with the finally conditioned ensemble of fluctuations described by the Bayes’ probability. An asymmetrical property between the correlation function of the forward process and that of the backward one is shown to be an experimentally useful measure of off‐equilibrium property. The above method is applied to the time series of stationary brain waves to find that the brain waves in both the active and meditative state of the brain are regarded as off‐equilibrium fluctuations. The violation of the principle of detailed balance results in the asymmetry between forward and backward conditional entropies.
Databáze: OpenAIRE