Conditional reversibility in nonequilibrium stochastic systems

For discrete-state stochastic systems obeying Markovian dynamics, we establish the counterpart of the conditional reversibility theorem obtained by Gallavotti for deterministic systems [Ann. de l'Institut Henri Poincaré (A) 70, 429 (1999)]. Our result states that stochastic trajectories conditioned on opposite values of entropy production are related by time reversal, in the long-time limit. In other words, the probability of observing a particular sequence of events, given a long trajectory with a specified entropy production rate $\sigma$, is the same as the probability of observing the time-reversed sequence of events, given a trajectory conditioned on the opposite entropy production, $-\sigma$, where both trajectories are sampled from the same underlying Markov process. To obtain our result, we use an equivalence between conditioned (“microcanonical”) and biased (“canonical”) ensembles of nonequilibrium trajectories. We provide an example to illustrate our findings.

Figure 1

Schematic representation of the transitions described by the matrix $R$. Clockwise transitions occur at an average rate $p$, and counterclockwise transitions at an average rate $q$.