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Discrete-time classical and quantum Markovian evolutions: Maximum entropy problems on path space

Authors :
Pavon, Michele
Ticozzi, Francesco
Publication Year :
2008

Abstract

The theory of Schroedinger bridges for diffusion processes is extended to classical and quantum discrete-time Markovian evolutions. The solution of the path space maximum entropy problems is obtained from the a priori model in both cases via a suitable multiplicative functional transformation. In the quantum case, nonequilibrium time reversal of quantum channels is discussed and space-time harmonic processes are introduced.<br />Comment: 34 pages

Subjects

Subjects :
Mathematical Physics
60J10
81Q99

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.0811.0933
Document Type :
Working Paper