Open Markov Chains: Cumulant Dynamics, Fluctuations and Correlations
In this work we propose a model for open Markov chains that can be interpreted as a system of non-interacting particles evolving according to the rules of a Markov chain. The number of particles in the system is not constant, because we allow the particles to arrive or leave the state space accordin...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-02-01
|
| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/23/2/256 |