WIAS Preprint No. 1896, (2013)

Inequalities for Markov operators, majorization and the direction of time


  • Stephan, Holger
    ORCID: 0000-0002-6024-5355

2010 Mathematics Subject Classification

  • 54C45 60J05 15B51 82C03


  • function-measure-duality, general classical physical system, Jensen's inequality, rearrangements of functions, stochastic matrix, Robin-Hood method




In this paper, we connect the following partial orders: majorization of vectors in linear algebra, majorization of functions in integration theory and the order of states of a physical system due to their temporal-causal connection.
Each of these partial orders is based on two general inequalities for Markov operators and their adjoints. The first inequality compares pairs composed of a continuous function (observables) and a probability measure (statistical states), the second inequality compares pairs of probability measure. We propose two new definitions of majorization, related to these two inequalities. We derive several identities and inequalities illustrating these new definitions. They can be useful for the comparison of two measures if the Radon-Nikodym Theorem is not applicable.
The problem is considered in a general setting, where probability measures are defined as convex combinations of the images of the points of a topological space (the physical state space) under the canonical embedding into its bidual. This approach allows to limit the necessary assumptions to functions and measures.
In two appendices, the finite dimensional non-uniform distributed case is described, in detail. Here, majorization is connected with the comparison of general piecewise affine convex functions. Moreover, the existence of a Markov matrix, connecting two given majorizing pairs, is shown.

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