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Trace as Coarse-Graining in Markov Dynamics

John Wyrick

Published Jan 1, 2026• 0 citations
Publisher
DOI
10.13140/rg.2.2.28500.26247

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arXiv:quant-ph/0209053•Reviews in Mathematical Physics•Feb 26, 2003•164 citations
A coarse description of a dynamical system generally fails to evolve autonomously: evolving and coarse-graining in different orders gives different predictions, and the compressed propagator fails the semigroup law. We show that this path dependence is the observable boundary of missing state. For a finite continuous-time Markov chain with generator LLL, coarse channel CCC, and stochastic section RRR satisfying CR=ICR=ICR=I, define P=RCP=RCP=RC, Q=I−PQ=I-PQ=I−P, and K=CLRK=CLRK=CLR. The exact coarse propagator Tt=CetLRT_t=C\mathrm{e}^{tL}RTt​=CetLR obeys a Volterra equation with memory kernel M(t)=CLQ etQLQ QLR\mathcal{M}(t)=CLQ\,\mathrm{e}^{tQLQ}\,QLRM(t)=CLQetQLQQLR. Every memory jet M(k)(0)\mathcal{M}^{(k)}(0)M(k)(0) is recursively recoverable from the short-time derivatives of TtT_tTt​ alone. The rank of the block Hankel operator H∞=(M(i+j)(0))i,j≥0\mathbb{H}_{\infty}=(\mathcal{M}^{(i+j)}(0))_{i,j\geq 0}H∞​=(M(i+j)(0))i,j≥0​ is exactly the smallest number of auxiliary linear state variables required to turn the coarse dynamics into an exact autonomous, time-homogeneous system. A minimal completion is constructible by Ho--Kalman factorization and is unique up to similarity. If d=min⁡{k:M(k)(0)≠0}d=\min\{k:\mathcal{M}^{(k)}(0)\neq 0\}d=min{k:M(k)(0)=0}, then every smooth classical fff-divergence generically scales as t2d+4t^{2d+4}t2d+4. Exact Markov examples realize exponents 4,6,84,6,84,6,8 and closure ranks 1,2,31,2,31,2,3. We also derive finite-sample singular-value certificates for hidden predictive coordinates, including a matrix-Bernstein bound with intrinsic-variance control. Finally, histories are identified when they induce the same future law under every admissible intervention, yielding the minimal counterfactual predictive state. The results turn coarse-graining into a constructive state-completion problem and separate ordinary linear realization from the harder requirement of a positive or Markov realization.