Related papers: Flow Decomposition Reveals Dynamical Structure of …
This paper considers discretization of the L\'evy process appearing in the Lamperti representation of a strictly positive self-similar Markov process. Limit theorems for the resulting approximation are established under some regularity…
We study a class of ergodic quantum Markov semigroups on finite-dimensional unital $C^*$-algebras. These semigroups have a unique stationary state $\sigma$, and we are concerned with those that satisfy a quantum detailed balance condition…
We obtain estimates on the exponential rate of decay of the relative entropy from equilibrium for Markov processes with a non-local infinitesimal generator. We adapt some of the ideas coming from the Bakry-Emery approach to this setting. In…
Closely related to the laws of thermodynamics, the detection and quantification of disequilibria are crucial in unraveling the complexities of nature, particularly those beneath observable layers. Theoretical developments in nonequilibrium…
A powerful tool for studying long-term convergence of a Markov process to its stationary distribution is a Lyapunov function. In some sense, this is a substitute for eigenfunctions. For a stochastically ordered Markov process on the…
With a scalar potential and a bivector potential, the vector field associated with the drift of a diffusion is decomposed into a generalized gradient field, a field perpendicular to the gradient, and a divergence-free field. We give such…
The notion of a successful coupling of Markov processes, based on the idea that both components of the coupled system ``intersect'' in finite time with probability one, is extended to cover situations when the coupling is unnecessarily…
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…
The construction presented in this paper can be briefly described as follows: starting from any "finite-dimensional" Markov transition function p_t, on a measurable state space (E,B), we construct a strong Markov process on a certain…
Stochastic convergence of discrete time Markov processes has been analysed based on a dual Lyapunov approach. Using some existing results on ergodic theory of Markov processes, it has been shown that existence of a properly subinvariant…
Second-order dissipative hydrodynamic equations for each component of a multi-component system are derived using the entropy principle. The shear viscosity of the whole system, appearing in the equation summed-up over all components, is…
Simple aerodynamic configurations under even modest conditions can exhibit complex flows with a wide range of temporal and spatial features. It has become common practice in the analysis of these flows to look for and extract physically…
We give exact formulae for a wide family of complexity measures that capture the organization of hidden nonlinear processes. The spectral decomposition of operator-valued functions leads to closed-form expressions involving the full…
We develop a complexity measure for large-scale economic systems based on Shannon's concept of entropy. By adopting Leontief's perspective of the production process as a circular flow, we formulate the process as a Markov chain. Then we…
Entropy production and the detailed fluctuation theorem are of fundamental importance for thermodynamic processes. In this paper, we study the multiple entropy production for multitime quantum processes in a unified framework. For closed…
By decoupling forward and backward stochastic trajectories, we construct a family of martingales and work theorems for both overdamped and underdamped Langevin dynamics. Our results are made possible by an alternative derivation of work…
The goal of this work is to formally abstract a Markov process evolving in discrete time over a general state space as a finite-state Markov chain, with the objective of precisely approximating its state probability distribution in time,…
The Shannon entropy of a random variable has much behaviour analogous to a signed measure. Previous work has explored this connection by defining a signed measure on abstract sets, which are taken to represent the information that different…
We present and discuss a general density-matrix description of energy-dissipation and decoherence phenomena in open quantum systems, able to overcome the intrinsic limitations of the conventional Markov approximation. In particular, the…
We propose a new Kalikow decomposition for continuous time multivariate counting processes, on potentially infinite networks. We prove the existence of such a decomposition in various cases. This decomposition allows us to derive simulation…