Entropy production rate of a Markov chain
ID: entropy-production-rate-of-a-markov-chain
For a finite Continuous-time Markov chain, let be the rate from to , and let be its current state probability. Define forward traffic and current . The total entropy production rate, in dimensionless entropy units with natural logarithms, isThe factor avoids counting an unordered pair twice. The expression is the same as after pairing opposite directions.[ref]
Stochastic thermodynamics, fluctuation theorems, and molecular machines by Udo Seifert. arXiv:1205.4176v1, Section 6.2.3, equation (128): ensemble entropy production
Nonnegativity is elementary: for , the signs of and agree. A pair with both flows zero contributes zero. If exactly one flow is positive, its contribution is , the corresponding one-sided limiting convention. The rate vanishes exactly when every pair has equal opposing traffic at that instant, which is Detailed balance for that Probability distribution.
For a stationary three-state cycle with clockwise rate and anticlockwise rate , the stationary law is uniform. Each edge has current , so . It is zero at equal rates and positive otherwise, even though the state probabilities no longer change. Stationarity balances total flow at each state; it need not eliminate circulating currents.
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