A Bayesian perspective on Markovian dynamics and the fluctuation theorem

Virgo, Nathaniel. “A Bayesian perspective on Markovian dynamics and the fluctuation theorem.” In AIP Conference Proceedings , vol. 1553, no. 1, pp. 262-269. American Institute of Physics, 2013.
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One of E. T. Jaynes’ most important achievements was to derive statistical mechanics from the maximum entropy (MaxEnt) method. I re-examine a relatively new result in statistical mechanics, the Evans-Searles fluctuation theorem, from a MaxEnt perspective. This is done in the belief that interpreting such results in Bayesian terms will lead to new advances in statistical physics. The version of the fluctuation theorem that I will discuss applies to discrete, stochastic systems that begin in a non-equilibrium state and relax toward equilibrium. I will show that for such systems the fluctuation theorem can be seen as a consequence of the fact that the equilibrium distribution must obey the property of detailed balance . Although the principle of detailed balance applies only to equilibrium ensembles, it puts constraints on the form of non-equilibrium trajectories. This will be made clear by taking a novel kind of Bayesian perspective, in which the equilibrium distribution is seen as a prior over the system’s set of possible trajectories. Non-equilibrium ensembles are calculated from this prior using Bayes’ theorem, with the initial conditions playing the role of the data. I will also comment on the implications of this perspective for the question of how to derive the second law.

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