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We consider an integer-valued time series $Y=(Y_t)_{t\in\Z}$ where the models after a time $k^*$ is Poisson autoregressive with the conditional mean that depends on a parameter $\theta^*\in\Theta\subset\R^d$. The structure of the process…

Statistics Theory · Mathematics 2020-05-05 William Kengne , Isidore Séraphin Ngongo

Non-equilibrium stochastic dynamics of several active Brownian systems are modeled in terms of non-linear velocity dependent force. In general, this force may consist of both even and odd functions of velocity. We derive the expression for…

Statistical Mechanics · Physics 2016-09-14 Debasish Chaudhuri

In the present work, we provide the asymptotic behavior of the residual-past entropy, of the mean residual-past lifetime distribution and of the residual-past inaccuracy measure. We are interested in these measures of uncertainty in the…

Statistics Theory · Mathematics 2019-12-03 Ba Amadou Diadie

Starting from the entropy production being invariant under time reversal, one can (i) easily proof, and understand, many aspects of the linear Onsager relations and (ii) deduce the result that all quadratic Onsager coefficients for…

Statistical Mechanics · Physics 2007-05-23 Mario Liu

We consider the problem of estimating a signal from its warped observations. Such estimation is commonly performed by altering the observations through some inverse-warping, or solving a computationally demanding optimization formulation.…

Signal Processing · Electrical Eng. & Systems 2021-12-03 İlker Bayram

Employing the stochastic wave function method, we study quantum features of stochastic entropy production in nonequilibrium processes of open systems. It is demonstarted that continuous measurements on the environment introduce an…

Quantum Physics · Physics 2013-10-16 B. Leggio , A. Napoli , A. Messina , H. -P. Breuer

This paper investigates the entropy production rate and time-reversibility for general jump diffusions (L\'{e}vy processes) on $\mathbb{R}^n$. We first formulate the entropy production rate and explore its associated thermodynamic relations…

Probability · Mathematics 2025-09-11 Qi Zhang , Yubin Lu

We provide a strategy for an exact inference of the average as well as the fluctuations of the entropy production in non-equilibrium systems in the steady state, from the measurements of arbitrary current fluctuations. Our results are built…

Statistical Mechanics · Physics 2020-03-24 Sreekanth K Manikandan , Deepak Gupta , Supriya Krishnamurthy

Entropy production is one of the most important characteristics of non-equilibrium steady states. We study here the steady-state entropy production, both at short times as well as in the long-time limit, of two important classes of…

Statistical Mechanics · Physics 2015-05-27 Sven Dorosz , Michel Pleimling

An information theoretic measure is derived that quantifies the statistical coherence between systems evolving in time. The standard time delayed mutual information fails to distinguish information that is actually exchanged from shared…

Chaotic Dynamics · Physics 2009-10-31 Thomas Schreiber

We investigate stochastic entropy production in a two-level quantum system that performs Rabi oscillations while undergoing quantum measurement brought about by continuous random disturbance by an external measuring device or environment.…

Quantum Physics · Physics 2023-03-21 Ashutosh Kinikar , Ian J. Ford

The transfer entropy is a well-established measure of information flow, which quantifies directed influence between two stochastic time series and has been shown to be useful in a variety fields of science. Here we introduce the transfer…

Statistical Mechanics · Physics 2018-07-23 Sosuke Ito

Entropy production is a key quantity in any finite-time thermodynamic process. It is intimately tied with the fundamental laws of thermodynamics, embodying a tool to extend thermodynamic considerations all the way to non-equilibrium…

Quantum Physics · Physics 2022-02-08 Gabriel T. Landi , Mauro Paternostro

We discuss entropy production in nonequilibrium steady states by focusing on paths obtained by sampling at regular (small) intervals, instead of sampling on each change of the system's state. This allows us to study directly entropy…

Statistical Mechanics · Physics 2011-09-07 Daniel ben-Avraham , Sven Dorosz , Michel Pleimling

The work concerns the spectral, entropy and bifurcation analysis of the dynamics of a reverse-flow system. The existence of chaotic oscillations was demonstrated in a wide range of changes in the parameters of the model. The model of such a…

Dynamical Systems · Mathematics 2026-02-10 Marek Berezowski , Natalia Kozioł , Marcin Lawnik

We show that the total entropy production in stochastic processes with odd-parity variables (under time reversal) is separated into three parts, only two of which satisfy the integral fluctuation theorems in general. One is the usual excess…

Statistical Mechanics · Physics 2015-06-11 Hyun Keun Lee , Chulan Kwon , Hyunggyu Park

Energy systems modeling frequently relies on time series data, whether observed or forecast. This is particularly the case, for example, in capacity planning models that use hourly production and load data forecast to occur over the coming…

Computation · Statistics 2025-02-13 Kelly Wang , Steven O. Kimbrough

We introduce a natural way of visualizing the entropy production in heat transfer processes between a system and a thermal reservoir. This representation is particularly useful to highlight the asymmetric character of the heating and…

Statistical Mechanics · Physics 2023-09-07 Andrés Vallejo

We propose and investigate a method for identifying timescales of dissipation in nonequilibrium steady states modeled as discrete-state Markov jump processes. The method is based on how the irreversibility-measured by the statistical…

Statistical Mechanics · Physics 2023-07-24 Freddy A. Cisneros , Nikta Fakhri , Jordan M. Horowitz

The second law of thermodynamics states that entropy production in macroscopic systems is non-negative, reaching zero only at thermodynamic equilibrium. As a corollary, this implies that the state trajectory of macroscopic systems is…

Statistical Mechanics · Physics 2025-01-30 O. Politano , Alejandro L. Garcia , F. Baras , M. Malek Mansour
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