An H-theorem for the Brownian motion on the hyperbolic plane
C. Vignat, P.W. Lamberti

TL;DR
This paper establishes an H-theorem for Brownian motion with drift on the hyperbolic plane, using Rényi entropy instead of Boltzmann entropy, linking entropy parameter to drift value.
Contribution
It introduces an H-theorem for hyperbolic Brownian motion with drift utilizing Rényi entropy, extending previous work on entropy evolution in stochastic processes.
Findings
Proves an H-theorem for hyperbolic Brownian motion with drift
Links Rényi entropy parameter to drift value
Extends entropy-based analysis to non-Euclidean geometries
Abstract
We prove an theorem for the Brownian motion on the hyperbolic plane with a drift, as studied by Comtet and Monthus; the entropy used here is not the Boltzmann entropy but the R\'enyi entropy, the parameter of which being related in a simple way to the value of the drift.
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Taxonomy
TopicsStatistical Mechanics and Entropy · Complex Systems and Time Series Analysis · Stochastic processes and financial applications
