Related papers: Small deviations of stable processes and entropy o…
We establish the Level-1 and Level-3 Large Deviation Principles (LDPs) for invariant measures on shift spaces over finite alphabets under very general decoupling conditions for which the thermodynamic formalism does not apply. Such…
We study the entropy rate of pattern sequences of stochastic processes, and its relationship to the entropy rate of the original process. We give a complete characterization of this relationship for i.i.d. processes over arbitrary…
Entropy, its production, and its change in a dynamical system can be understood from either a fully stochastic dynamic description or from a deterministic dynamics exhibiting chaotic behavior. By taking the former approach based on the…
The expression for the density operator of the damped harmonic oscillator is derived from the master equation in the framework of the Lindblad theory for open quantum systems. Then the von Neumann entropy and effective temperature of the…
The large deviation function for entropy production is calculated for a particle driven along a periodic potential by solving a time-independent eigenvalue problem. In an intermediate force regime, the large deviation function shows…
Many spatial processes exhibit nonstationary features. We estimate a variance function from a single process observation where the errors are nonstationary and correlated. We propose a difference-based approach for a one-dimensional…
We investigate the link between the irreversibility generated by a stationary dissipative process and the correlations established within a composite quantum system. We provide two equivalent expressions for the entropy generated in the…
We are interested in the differential equations satisfied by the density of the Geometric Stable processes $\mathcal{G}_{\alpha}^{\beta}=\left\{\mathcal{G}_{\alpha}^{\beta}(t);t\geq 0\right\} $, with stability \ index $% \alpha \in (0,2]$…
For discrete-time stochastic processes, there is a close connection between return/waiting times and entropy. Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one…
The input/output stability of an interconnected system composed of an ordinary differential equation and a damped string equation is studied. Issued from the literature on time-delay systems, an exact stability result is firstly derived…
In this paper we study pseudo-processes related to odd-order heat-type equations composed with L\'evy stable subordinators. The aim of the article is twofold. We first show that the pseudo-density of the subordinated pseudo-process can be…
For a Markov process the detailed balance condition is equivalent to the time-reversibility of the process. For stochastic differential equations (SDE's) time discretization numerical schemes usually destroy the property of…
We consider perturbed eigenvalue problems of the 1-Laplace operator and verify the existence of a sequence of solutions. It is shown that the eigenvalues of the perturbed problem converge to the corresponding eigenvalue of the unperturbed…
Let $\mathcal{M}$ be a von Neumann algebra equipped with a faithful normal semi-finite trace $\tau$ and let $S_0(\tau)$ be the algebra of all $\tau$-compact operators affiliated with $\mathcal{M}$. Let $E(\tau)\subseteq S_0(\tau)$ be a…
One-dimensional run-and-tumble processes may converge towards some localized non-equilibrium steady state when the two velocities and/or the two switching rates are space-dependent. A long dynamical trajectory can be then analyzed via the…
For discretisations of hyperbolic conservation laws, mimicking properties of operators or solutions at the continuous (differential equation) level discretely has resulted in several successful methods. While well-posedness for nonlinear…
We investigate a stationary process's crypticity---a measure of the difference between its hidden state information and its observed information---using the causal states of computational mechanics. Here, we motivate crypticity and cryptic…
The fluctuation theorem for entropy production is a remarkable symmetry of the distribution of produced entropy that holds universally in non-equilibrium steady states with Markovian dynamics. However, in systems with slow degrees of…
The goal of this paper is to study the Moderate Deviation Principle (MDP) for a system of stochastic reaction-diffusion equations with a time-scale separation in slow and fast components and small noise in the slow component. Based on weak…
In this paper, we study the existence of the random approximations and fixed points for random almost lower semicontinuous operators defined on finite dimensional Banach spaces, which in addition, are condensing or 1-set-contractive. Our…