Symmetry classes of classical stochastic processes
Abstract
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.
- Publication:
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arXiv e-prints
- Pub Date:
- June 2024
- DOI:
- 10.48550/arXiv.2406.17955
- arXiv:
- arXiv:2406.17955
- Bibcode:
- 2024arXiv240617955S
- Keywords:
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- Condensed Matter - Statistical Mechanics;
- Condensed Matter - Disordered Systems and Neural Networks;
- Mathematical Physics
- E-Print:
- 28 pages, 2 figures