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It has been shown that sufficiently well mixing dynamical systems with positive entropy have extreme value laws which in the limit converge to one of the three standard distributions known for i.i.d. processes, namely Gumbel, Fr\'echet and…

Probability · Mathematics 2015-08-05 Nicolai Haydn , Michal Kupsa

Entropy creation rate is introduced for a system interacting with thermostats ({\it i.e.}, in the usual language, for a system subject to internal conservative forces interacting with ``external'' thermostats via conservative forces) and a…

Statistical Mechanics · Physics 2007-05-23 G. Gallavotti

The exponential upper bounds for the convergence rate of the distribution of restorable element with partially energized standby redundancy are founded, in the case when all working and repair times are bounded by exponential random…

Probability · Mathematics 2018-08-30 Galina Zverkina

In most studies for the quantification of the third thermodynamic law, the minimum temperature which can be achieved with a long but finite-time process scales as a negative power of the process duration. In this article, we use our recent…

Quantum Physics · Physics 2017-10-11 Dionisis Stefanatos

An analytical study of the return time distribution of extreme events for stochastic processes with power-law correlation has been carried on. The calculation is based on an epsilon-expansion in the correlation exponent:…

Statistical Mechanics · Physics 2009-11-11 Piero Olla

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…

Statistical Mechanics · Physics 2022-12-06 Eden Nitzan , Aishani Ghosal , Gili Bisker

Through the consideration of spherically symmetric gravitating systems consisting of perfect fluids with linear equation of state constrained to be in a finite volume, an account is given of the properties of entropy at conditions in which…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Alessandro Pesci

We consider a L\'evy process that starts from $x<0$ and conditioned on having a positive maximum. When Cram\'er's condition holds, we provide two weak limit theorems as $x\to -\infty$ for the law of the (two-sided) path shifted at the first…

Probability · Mathematics 2011-04-26 Matyas Barczy , Jean Bertoin

We construct multiperiodic processes -- a simple example of stationary ergodic (but not mixing) processes over natural numbers that enjoy the vanishing entropy rate under a mild condition. Multiperiodic processes are supported on randomly…

Information Theory · Computer Science 2026-01-21 Łukasz Dębowski

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…

Statistical Mechanics · Physics 2016-01-20 Pyoung-Seop Shim , Hyun-Myung Chun , Jae Dong Noh

Entropy production in stochastic mechanical systems is examined here with strict bounds on its rate. Stochastic mechanical systems include pure diffusions in Euclidean space or on Lie groups, as well as systems evolving on phase space for…

Mathematical Physics · Physics 2022-01-12 Gregory S. Chirikjian

Non-reciprocal interactions are present in many systems out of equilibrium. The rate of entropy production is a measure that quantifies the time irreversibility of a system, and thus how far it is from equilibrium. In this work, we…

Statistical Mechanics · Physics 2022-11-28 Ziluo Zhang , Rosalba Garcia-Millan

An efficient approach to the calculation of the $\epsilon$-entropy is proposed. The method is based on the idea of looking at the information content of a string of data, by analyzing the signal only at the instants when the fluctuations…

chao-dyn · Physics 2009-10-31 M. Abel , L. Biferale , M. Cencini , M. Falcioni , D. Vergni , A. Vulpiani

We prove that a large class of discrete-time insurance surplus processes converge weakly to a generalized Ornstein-Uhlenbeck process, under a suitable re-normalization and when the time-step goes to 0. Motivated by ruin theory, we use this…

Probability · Mathematics 2020-07-16 Yuchao Dong , Jérôme Spielmann

In the context of non-equilibrium statistical physics, the entropy production rate is an important concept to describe how far a specific state of a system is from its equilibrium state. In this paper, we establish a central limit theorem…

Probability · Mathematics 2015-09-02 Ran Wang , Lihu Xu

We show that classical mechanics can be recovered as the high-entropy limit of quantum mechanics. That is, the high entropy masks quantum effects, and mixed states of high enough entropy can be approximated with classical distributions. The…

Quantum Physics · Physics 2026-02-03 Gabriele Carcassi , Manuele Landini , Christine A. Aidala

Partially observed stochastic systems can appear (almost) time-reversal symmetric while in fact operating far from equilibrium. The present work extends the perturbative framework introduced in [Phys. Rev. Lett. 136, 198302 (2026)] to…

Statistical Mechanics · Physics 2026-05-29 Jacob Knight , Gunnar Pruessner

The weak law of large numbers implies that, under mild assumptions on the source, the Renyi entropy per produced symbol converges (in probability) towards the Shannon entropy rate. This paper quantifies the speed of this convergence for…

Information Theory · Computer Science 2017-05-01 Maciej Skorski

We consider random dynamical systems on manifolds modeled by a skew product which have certain geometric properties and whose measures satisfy quenched decay of correlations at a sufficient rate. We prove that the limiting distribution for…

Dynamical Systems · Mathematics 2019-10-03 Nicolai Haydn , Jerome Rousseau , Fan Yang

We introduce estimators for the entropy production of a Gibbsian process based on the observation of a single or two typical trajectories. These estimators are built with adequate hitting and return times. We then study their convergence…

Mathematical Physics · Physics 2009-11-11 J. -R. Chazottes , F. Redig