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We study the multiple definitions of the entropy production for discrete-time Markov processes in single systems and composite systems. These definitions have been studied in single systems, but less so in composite systems. With a clear…

Statistical Mechanics · Physics 2025-05-30 Masanao Igarashi

In recent work, Baez, Fong and the author introduced a framework for describing Markov processes equipped with a detailed balanced equilibrium as open systems of a certain type. These `open Markov processes' serve as the building blocks for…

Biological Physics · Physics 2016-11-02 Blake S. Pollard

The rate of entropy production by a stochastic process quantifies how far it is from thermodynamic equilibrium. Equivalently, entropy production captures the degree to which detailed balance and time-reversal symmetry are broken. Despite…

Statistical Mechanics · Physics 2020-12-02 Luca Cocconi , Rosalba Garcia-Millan , Zigan Zhen , Bianca Buturca , Gunnar Pruessner

Time-reversal symmetry of microscopic laws dictates that the equilibrium distribution of a stochastic process must obey the detailed balance. On the other hand, cyclic Markov processes that do not admit equilibrium distributions with…

Statistical Mechanics · Physics 2018-03-21 Julian Lee

The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant "additivity" properties: (i) existence of a…

Data Analysis, Statistics and Probability · Physics 2013-11-12 A. N. Gorban , P. A. Gorban , G. Judge

We propose a housekeeping/excess decomposition of entropy production for general nonlinear dynamics in a discrete space, including chemical reaction networks and discrete stochastic systems. We exploit the geometric structure of…

Statistical Mechanics · Physics 2023-01-19 Kohei Yoshimura , Artemy Kolchinsky , Andreas Dechant , Sosuke Ito

In the literature, the spine decomposition of branching Markov processes was constructed under the assumption that each individual has at least one child. In this paper, we give a detailed construction of the spine decomposition of general…

Probability · Mathematics 2020-11-04 Yan-Xia Ren , Renming Song

We define the concept of an `open' Markov process, a continuous-time Markov chain equipped with specified boundary states through which probability can flow in and out of the system. External couplings which fix the probabilities of…

Mathematical Physics · Physics 2017-10-03 Blake S. Pollard

We study the large time fluctuations of entropy production in Markov processes. In particular, we consider the effect of a coarse-graining procedure which decimates {\em fast states} with respect to a given time threshold. Our results…

Statistical Mechanics · Physics 2010-05-21 A. Puglisi , S. Pigolotti , L. Rondoni , A. Vulpiani

In this paper we consider the problem of computing the stationary distribution of nearly completely decomposable Markov processes, a well-established area in the classical theory of Markov processes with broad applications in the design,…

Numerical Analysis · Mathematics 2025-06-19 Vasileios Kalantzis , Mark S. Squillante , Chai Wah Wu

A generalization of the entropy production rate is proposed $\Pi_q$ in non-equilibrium systems by extending the formalism of classical stochastic thermodynamics to regimes with non-Gaussian fluctuations. Through the R\'enyi entropy $S_q$ ,…

Statistical Mechanics · Physics 2025-10-02 J. M. Nieto-Villar , R. Mansilla , I. Santamaria-Holek

How is it that entropy derivatives almost in their own are characterizing the state of a system close to equilibrium, and what happens further away from it? We explain within the framework of Markov jump processes why fluctuation theory can…

Statistical Mechanics · Physics 2009-08-24 Christian Maes , Karel Netočný , Bram Wynants

We present a general approach for computing the dynamic partition function of a continuous-time Markov process. The Ruelle topological pressure is identified with the large deviation function of a physical observable. We construct for the…

Statistical Mechanics · Physics 2010-05-11 Vivien Lecomte , Cecile Appert-Rolland , Frederic van Wijland

We present a method of estimating the rate of entropy production in underdamped dynamics by decomposing it into contributions originating in different non-equilibrium effects. Specifically, a non-zero average velocity, a non-thermal width…

Statistical Mechanics · Physics 2025-12-01 Mario A. Ciampini , Jakob Rieser , Nikolai Kiesel , Andreas Dechant

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…

Probability · Mathematics 2007-05-23 Jean-Rene Chazottes , Cristian Giardina , Frank Redig

We study a decomposition of a general Markov process in a manifold invariant under a Lie group action into a radial part (transversal to orbits) and an angular part (along an orbit). We show that given a radial path, the conditioned angular…

Probability · Mathematics 2014-12-30 Ming Liao

A decomposition principle for nonlinear dynamic compartmental systems is introduced in the present paper. This theory is based on the mutually exclusive and exhaustive, analytical and dynamic, novel system and subsystem partitioning…

Systems and Control · Computer Science 2020-11-24 Huseyin Coskun

In this paper we define the notion of an open Markov process. An open Markov process is a generalization of an ordinary Markov process in which populations are allowed to flow in and out of the system at certain boundary states. We show…

Statistical Mechanics · Physics 2016-11-02 Blake S. Pollard

Stochastic processes out-of-equilibrium often involve asymmetric contributions that break detailed balance and lead to non-monotonic entropy production, limiting thermodynamic interpretations and inference techniques. Here we use Dyson maps…

We have earlier constructed a generalized entropy concept to show the direction of time in an evolution following from a Markov generator. In such a dynamical system, the entity found changes in a monotonic way starting from any initial…

Quantum Physics · Physics 2010-05-10 Erika Andersson , Stig Stenholm
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