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Article overview
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A Compositional Framework for Markov Processes | | John C. Baez
; Brendan Fong
; Blake S. Pollard
; | | Date: |
26 Aug 2015 | | Abstract: | We define the concept of an "open" Markov process, or more precisely,
continuous-time Markov chain, which is one where probability can flow in or out
of certain states called "inputs" and "outputs". One can build up a Markov
process from smaller open pieces. This process is formalized by making open
Markov processes into the morphisms of a dagger compact category. We show that
the behavior of a detailed balanced open Markov process is determined by a
principle of minimum dissipation, closely related to Prigogine’s principle of
minimum entropy production. Using this fact, we set up a functor mapping open
detailed balanced Markov processes to open circuits made of linear resistors.
We also describe how to "black box" an open Markov process, obtaining the
linear relation between input and output data that holds in any steady state,
including nonequilibrium steady states with a nonzero flow of probability
through the system. We prove that black boxing gives a symmetric monoidal
dagger functor sending open detailed balanced Markov processes to Lagrangian
relations between symplectic vector spaces. This allows us to compute the
steady state behavior of an open detailed balanced Markov process from the
behaviors of smaller pieces from which it is built. We relate this black box
functor to a previously constructed black box functor for circuits. | | Source: | arXiv, 1508.6448 | | Services: | Forum | Review | PDF | Favorites | |
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