Inverse problem in the conditioning of Markov processes on trajectory observables: what canonical conditionings can connect two given Markov generators?

Abstract

In the field of large deviations for stochastic dynamics, the canonical conditioning of a given Markov process with respect to a given time-local trajectory observable over a large time-window has attracted a lot of interest recently. In the present paper, we analyze the following inverse problem: when two Markov generators are given, is it possible to connect them via some canonical conditioning and to construct the corresponding time-local trajectory observable? We focus on continuous-time Markov processes and obtain the following necessary and sufficient conditions: (i) for continuous-time Markov jump processes, the two generators should involve the same possible elementary jumps in configuration space, i.e. only the values of the corresponding rates can differ; (ii) for diffusion processes, the two Fokker–Planck generators should involve the same diffusion coefficients, i.e. only the two forces can differ. In both settings, we then construct explicitly the various time-local trajectory observables that can be used to connect the two given generators via canonical conditioning. This general framework is illustrated with various applications involving a single particle or many-body spin models. In particular, we describe several examples to show how non-equilibrium Markov processes with non-vanishing steady currents can be interpreted as the canonical conditionings of detailed-balance processes with respect to explicit time-local trajectory observables.