Abstract
For the system driven by a stationary Markov process {ξt:t∊R+}, if it is in nonequilibrium steady state (i.e., irreversible), then there exists a function φ such that the fluctuation spectrum (or say: power spectrum density) of {φ(ξt)} is nonmonotonic in [0,+∞) under mild conditions, which means that there exist nonzero spectrum peaks of the fluctuation spectrum. For the system driven by a Markov chain with discrete time {ξt:t∊Z+}, even if it is in equilibrium state (i.e., reversible), one cannot distinguish the equilibrium and nonequilibrium steady state in terms of the monotonicity of the fluctuation spectrum any more.
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