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We consider a pair of correlated processes {Z_n} and {S_n} (two sided), where the former is observable and the later is hidden. The uncertainty in the estimation of Z_n upon its finite past history is H(Z_n|Z_0^{n-1}), and for estimation of…

Information Theory · Computer Science 2007-07-13 Mohammad Rezaeian

A formalism is presented to express decoherence both in the markovian and nonmarkovian regimes and both dissipative and nondissipative in isolated systems. The main physical hypothesis, already contained in the literature, amounts to…

Quantum Physics · Physics 2007-05-23 D. Salgado , J. L. Sanchez-Gomez

In analysis and control of large-scale nonlinear dynamical systems, a distributed approach is often an attractive option due to its computational tractability and usually low communication requirements. Success of the distributed control…

Dynamical Systems · Mathematics 2018-03-09 Abdullah Maruf , Soumya Kundu , Enoch Yeung , Marian Anghel

A system can be driven out of equilibrium by both time-dependent and nonconservative forces, which gives rise to a decomposition of the dissipation into two non-negative components, called the excess and housekeeping entropy productions. We…

Statistical Mechanics · Physics 2023-05-31 Takuya Kamijima , Sosuke Ito , Andreas Dechant , Takahiro Sagawa

A divide-and-conquer approach to analyzing Markov chains (MCs) is not utilized as widely as it could be, despite its potential benefits. One primary reason for this is the fact that most MC decomposition approaches involve a complex and…

Probability · Mathematics 2021-02-25 Katsunobu Sasanuma , Robert Hampshire , Alan Scheller-Wolf

Markov jump process models have many applications across science. Often, these models are defined on a state-space of product form and only one of the components of the process is of direct interest. In this paper, we extend the marginal…

Quantitative Methods · Quantitative Biology 2018-06-28 Leo Bronstein , Heinz Koeppl

A dynamical system may be defined by a simple transition law - such as a map or a vector field. The objective of most learning techniques is to reconstruct this dynamic transition law. This is a major shortcoming, as most dynamic properties…

Dynamical Systems · Mathematics 2024-09-10 Suddhasattwa Das

In this paper, we study darning of general symmetric Markov processes by shorting some parts of the state space into singletons. A natural way to construct such processes is via Dirichlet forms restricted to the function space whose members…

Probability · Mathematics 2017-02-08 Zhen-Qing Chen , Jun Peng

We propose an effective Hamiltonian approach to investigate decoherence of a quantum system in a non-Markovian reservoir, naturally imposing the complete positivity on the reduced dynamics of the system. The formalism is based on the notion…

Quantum Physics · Physics 2007-05-23 Jinhyoung Lee , Inbo Kim , Helen McAneney , M. S. Kim , Doyeol Ahn

We study Markov processes associated with stochastic differential equations, whose non-linearities are gradients of convex functionals. We prove a general result of existence of such Markov processes and a priori estimates on the transition…

Probability · Mathematics 2007-05-23 Luigi Ambrosio , Giuseppe Savare , Lorenzo Zambotti

Decomposition is the basis of works dedicated to business process modelling at the stage of information and management systems analysis and design. The article shows that the business process decomposition can be represented as a Galton…

Other Computer Science · Computer Science 2019-09-24 Grigory Tsiperman

We consider the Fluctuation Dissipation Theorem (FDT) of statistical physics from a mathematical perspective. We formalize the concept of "linear response function" in the general framework of Markov processes. We show that for processes…

Probability · Mathematics 2010-02-17 Amir Dembo , Jean-Dominique Deuschel

The entropy production is commonly interpreted as measuring the distance from equilibrium. However, this explanation lacks a rigorous description due to the absence of a natural equilibrium measure. The present analysis formalizes this…

Statistical Mechanics · Physics 2025-10-23 David Andrieux

We propose a definition of cycle representation for quantum Markov semigroups (qms) and quantum entropy production rate (qepr) in terms of the $\rho$-adjoint. We introduce the class of circulant qms, which admit non-equilibrium steady…

Mathematical Physics · Physics 2012-10-25 Jorge R. Bolaños-Servín , Roberto Quezada

There is a relation between the irreversibility of thermodynamic processes as expressed by the breaking of time-reversal symmetry, and the entropy production in such processes. We explain on an elementary mathematical level the relations…

Statistical Mechanics · Physics 2007-05-23 C. Maes , K. Netocny

A simple Markov process is considered involving a diffusion in one direction and a transport in a transverse direction. Quantitative mixing rate estimates are obtained with limited assumptions about the transport field, which might be…

Analysis of PDEs · Mathematics 2025-11-10 Xu'an Dou , Delphine Salort , Didier Smets

We study the temporal dissipation of variance and relative entropy for ergodic Markov Chains in continuous time, and compute explicitly the corresponding dissipation rates. These are identified, as is well known, in the case of the variance…

Probability · Mathematics 2022-05-19 Ioannis Karatzas , Jan Maas , Walter Schachermayer

Identifying dissipation is essential for understanding the physical mechanisms underlying nonequilibrium processes. {In living systems, for example, the dissipation is directly related to the hydrolysis of fuel molecules such as adenosine…

Statistical Mechanics · Physics 2019-09-02 Ignacio A. Martínez , Gili Bisker , Jordan M. Horowitz , Juan M. R. Parrondo

We propose to construct Markov dynamics with specified characteristics using a cycle decomposition of the space of Markov chains introduced by Cohen and Alpern. As an application of this approach, we derive the minimal entropy production…

Statistical Mechanics · Physics 2023-03-13 David Andrieux

It is known that the distribution of nonreversible Markov processes breaking the detailed balance condition converges faster to the stationary distribution compared to reversible processes having the same stationary distribution. This is…

Statistical Mechanics · Physics 2021-06-30 Francesco Coghi , Raphael Chetrite , Hugo Touchette
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