Jianghong Shi, Tianqi Chen, Bo Yuan, Ping Ao
Markov process is widely applied in almost all aspects of literature, especially important for understanding non-equilibrium processes. We introduce a decomposition to general Markov process in this paper. This decomposition decomposes the process into 3 independent parts: stationary distribution, symmetric detailed-balance part and anti-symmetric breaking detailed-balance part. This complete decomposition captures the steady state as well as the dynamics of the process, providing an elegant perspective for construction or analyzing problems. In light of the decomposition, a unique definition of relative entropy is found to formally separate the effect of detailed-balance part and breaking detailed-balance part. We find that the relative Gini entropy production introduced in the paper is not affected by the non-detailed balance part of the process. This property do not holds for other entropy definition in general discrete case.
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http://arxiv.org/abs/1206.2189
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