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Many years ago B.S. Pitskel observed that the metric entropy of the shift transformation in the sample space of a stationary random process $X=\{X_n,\,n\in \mathbb Z\}$ with a countable number of states is equal to the conditional entropy…

Dynamical Systems · Mathematics 2016-06-03 Boris Gurevich

Consider a compact metric space $S$ and a pair $(j,k)$ with $k \ge 2$ and $1 \le j \le k$. For any probability distribution $\theta \in P(S)$, define a Markov chain on $S$ by: from state $s$, take $k$ i.i.d. ($\theta$) samples, and jump to…

Probability · Mathematics 2024-04-03 David J. Aldous , Shi Feng

This review paper provides an introduction of Markov chains and their convergence rates which is an important and interesting mathematical topic which also has important applications for very widely used Markov chain Monte Carlo (MCMC)…

Probability · Mathematics 2021-09-03 Yu Hang Jiang , Tong Liu , Zhiya Lou , Jeffrey S. Rosenthal , Shanshan Shangguan , Fei Wang , Zixuan Wu

On the basis of information theory, a new formalism of classical non-relativistic mechanics of a mass point is proposed. The particle trajectories of a general dynamical system defined on an (1+n)-dimensional smooth manifold are treated…

Quantum Physics · Physics 2014-07-30 Yoshimasa Kurihara , Khiem Hong Phan , Nhi My Uyen Quach

We study the asymptotic behavior of the number of paths of length $N$ on several classes of infinite graphs with a single special vertex. This vertex can work as an entropic trap for the path, i.e. under certain conditions the dominant part…

Statistical Mechanics · Physics 2017-05-24 S. K. Nechaev , M. V. Tamm , O. V. Valba

A thermodynamics for systems at a stationary states is formulated. It is based upon the assumption of the existence of local equilibrium in phase space which enables one to interpret the probability density ans its conjugated nonequilibrium…

Statistical Mechanics · Physics 2007-05-23 I. Santamaria-Holek , J. M. Rubi , A. Perez-Madrid

We derive explicit forms of Markovian transition probability densities for the velocity space, phase-space and the Smoluchowski configuration-space Brownian motion of a charged particle in a constant magnetic field. By invoking a…

Statistical Mechanics · Physics 2009-10-31 R. Czopnik , P. Garbaczewski

The number of observable degrees of freedom is typically limited in experiments. Here, we consider discrete Markov networks in which an observer has access to a few visible transitions and the waiting times between these transitions.…

Statistical Mechanics · Physics 2025-09-26 Alexander M. Maier , Udo Seifert , Jann van der Meer

Although compartmental dynamical systems are used in many different areas of science, model selection based on the maximum entropy principle (MaxEnt) is challenging because of the lack of methods for quantifying the entropy for this type of…

Information Theory · Computer Science 2023-08-23 Holger Metzler , Carlos A. Sierra

Rate processes are simple and analytically tractable models for many dynamical systems which switch stochastically between a discrete set of quasi stationary states but they may also approximate continuous processes by coarse grained,…

Statistical Mechanics · Physics 2013-03-11 R. Toenjes , H. Kori

Currents through quantum systems may probe non-analyticities in quantum-critical many-body ground states. For a large class of dissipative quantum critical systems we show that it is possible to obtain the reduced system dynamics in the…

Statistical Mechanics · Physics 2020-05-19 C. W. Wächtler , G. Schaller

In the study of small and large networks it is customary to perform a simple random walk, where the random walker jumps from one node to one of its neighbours with uniform probability. The properties of this random walk are intimately…

Data Analysis, Statistics and Probability · Physics 2013-09-18 Jean-Charles Delvenne , Anne-Sophie Libert

We explore a simple mathematical model of network computation, based on Markov chains. Similar models apply to a broad range of computational phenomena, arising in networks of computers, as well as in genetic, and neural nets, in social…

Information Retrieval · Computer Science 2009-04-18 Dusko Pavlovic

We present a novel method for computing reachability probabilities of parametric discrete-time Markov chains whose transition probabilities are fractions of polynomials over a set of parameters. Our algorithm is based on two key…

Software Engineering · Computer Science 2014-03-28 Nils Jansen , Florian Corzilius , Matthias Volk , Ralf Wimmer , Erika Ábrahám , Joost-Pieter Katoen , Bernd Becker

We study the entropy production of a system with a finite number of states connected by random transition rates. The stationary entropy production, driven out of equilibrium both by asymmetric transition rates and by an external probability…

Statistical Mechanics · Physics 2017-12-13 Daniel M. Busiello , Jorge Hidalgo , Amos Maritan

In this work, we present a general method to establish properties of multi-dimensional continuous-time Markov chains representing stochastic reaction networks. This method consists of grouping states together (via a partition of the state…

Probability · Mathematics 2025-05-27 Guillaume Ballif , Laurent Pfeiffer , Jakob Ruess

Let $X_n, n \ge 0$ be a Markov chain with finite state space $M$. If $x,y \in M$ such that $x$ is transient we have $P^y(X_n = x) \to 0$ for $n \to \infty$, and under mild aperiodicity conditions this convergence is monotone in that for…

Probability · Mathematics 2025-03-25 Philipp König , Thomas Richthammer

This PhD thesis deals with the Markov picture of developed turbulence from the theoretical point of view. The thesis consists of two parts. The first part introduces stochastic thermodynamics, the second part aims at transferring the…

Statistical Mechanics · Physics 2015-10-22 Daniel Nickelsen

A classical problem for Markov chains is determining their stationary (or steady-state) distribution. This problem has an equally classical solution based on eigenvectors and linear equation systems. However, this approach does not scale to…

Systems and Control · Electrical Eng. & Systems 2023-01-20 Tobias Meggendorfer

The eigenstate thermalization hypothesis provides a framework for understanding thermalization in isolated quantum many-body systems by characterizing statistical properties of local observables in energy eigenstates. Here we demonstrate…

Statistical Mechanics · Physics 2026-05-11 Pavel Orlov , Rustem Sharipov , Enej Ilievski