Related papers: Estimating dissipation from single stationary traj…
The aim of this paper is to shed light on the analysis of non-stationary time series by means of the method of diffusion entropy. For this purpose, we first study the case when infinitely many time series, as different realizations of the…
We study the entropy production in a macroscopic nonequilibrium system that undergoes an order-disorder phase transition. Entropy production is a characteristic feature of nonequilibrium dynamics with broken detailed balance. It is found…
There are non-Gaussian time series that admit a causal linear autoregressive moving average (ARMA) model when regressing the future on the past, but not when regressing the past on the future. The reason is that, in the latter case, the…
Measuring entropy production of a system directly from the experimental data is highly desirable since it gives a quantifiable measure of the time-irreversibility for non-equilibrium systems and can be used as a cost function to optimize…
Systems coupled to multiple thermodynamic reservoirs can exhibit nonequilibrium dynamics, breaking detailed balance to generate currents. To power these currents, the entropy of the reservoirs increases. The rate of entropy production, or…
Visibility algorithms are a family of methods to map time series into networks, with the aim of describing the structure of time series and their underlying dynamical properties in graph-theoretical terms. Here we explore some properties of…
We derive a bound for entropy production in terms of the mean of normalizable path-antisymmetric observables. The optimal observable for this bound is shown to be the signum of entropy production, which is often easier determined or…
We consider a one-dimensional persisent random walk viewed as a deterministic process with a form of time reversal symmetry. Particle reservoirs placed at both ends of the system induce a density current which drives the system out of…
Many non-equilibrium, active processes are observed at a coarse-grained level, where different microscopic configurations are projected onto the same observable state. Such "lumped" observables display memory, and in many cases the…
We present recent data of electric signals detected at the Earth's surface, which confirm the earlier finding [Phys. Rev. E 73, 031114 (2006)] that the value of the entropy in natural time as well as its value under time reversal are…
The irreversibility of a stationary time series can be quantified using the Kullback-Leibler divergence (KLD) between the probability to observe the series and the probability to observe the time-reversed series. Moreover, this KLD is a…
We here present the complete analysis of experiments on driven Brownian motion and electric noise in a $RC$ circuit, showing that thermodynamic entropy production can be related to the breaking of time-reversal symmetry in the statistical…
We show for a large class of interacting particle systems that whenever the stationary measure is not reversible for the dynamics, then the mean entropy production in the steady state is strictly positive. This extends to the thermodynamic…
The problem of estimating entropy production from incomplete information in stochastic thermodynamics is essential for theory and experiments. Whereas a considerable amount of work has been done on this topic, arguably, most of it is…
Entropy estimation, due in part to its connection with mutual information, has seen considerable use in the study of time series data including causality detection and information flow. In many cases, the entropy is estimated using…
Methods of estimation and forecasting for stationary models are well known in classical time series analysis. However, stationarity is an idealization which, in practice, can at best hold as an approximation, but for many time series may be…
Fluctuation theorems make use of time reversal to make predictions about entropy production in many-body systems far from thermal equilibrium. Here we review the wide variety of distinct, but interconnected, relations that have been derived…
Nonequilibrium processes break time-reversal symmetry and generate entropy. Living systems are driven out-of-equilibrium at the microscopic level of molecular motors that exploit chemical potential gradients to transduce free energy to…
We consider biased ensembles of trajectories associated with large deviations of currents in equilibrium systems. The biased ensembles are characterised by non-zero currents and lack the time-reversal symmetry of the equilibrium state, but…
We propose an expression for the production of entropy for system described by a stochastic dynamics which is appropriate for the case where the reverse transition rate vanishes but the forward transition is nonzero. The expression is…