Microcanonical conditioning of Markov processes on time-additive observables

  title={Microcanonical conditioning of Markov processes on time-additive observables},
  author={C. Monthus},
  journal={Journal of Statistical Mechanics: Theory and Experiment},
  • C. Monthus
  • Published 10 November 2021
  • Mathematics
  • Journal of Statistical Mechanics: Theory and Experiment
The recent study by De Bruyne et al (2021 J. Stat. Mech. 123204), concerning the conditioning of the Brownian motion and of random walks on global dynamical constraints over a finite time-window T, is reformulated as a general framework for the ‘microcanonical conditioning’ of Markov processes on time-additive observables. This formalism is applied to various types of Markov processes, namely discrete-time Markov chains, continuous-time Markov jump processes and diffusion processes in arbitrary… 
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