Using the Feynman-Kac and Cameron-Martin-Girsanov formulae, we obtain a generalized integral fluctuation theorem (GIFT) for discrete jump processes by constructing a time-invariable inner product. The existing discrete IFTs can be derived as its specific cases. A connection between our approach and the conventional time-reversal method is also established. Unlike the latter approach that has been extensively employed in the existing literature, our approach can naturally bring out the definition of a time reversal of a Markovian stochastic system. Additionally, we find that the robust GIFT usually does not result in a detailed fluctuation theorem. © 2009 IOP Publishing Ltd.
CITATION STYLE
Liu, F., Luo, Y. P., Huang, M. C., & Ou-Yang, Z. C. (2009). A generalized integral fluctuation theorem for general jump processes. Journal of Physics A: Mathematical and Theoretical, 42(33). https://doi.org/10.1088/1751-8113/42/33/332003
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