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Related papers: A Second Law for Open Markov Processes

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We study a limit behavior of a sequence of Markov processes (or Markov chains) such that their distributions outside of any neighborhood of a "singular" point attract to some probability law. In any neighborhood of this point the behavior…

Probability · Mathematics 2015-09-14 Andrey Pilipenko , Yuriy Prykhodko

We have shown recently that a Markov process conditioned on rare events involving time-integrated random variables can be described in the long-time limit by an effective Markov process, called the driven process, which is given…

Statistical Mechanics · Physics 2015-12-17 Raphael Chetrite , Hugo Touchette

Statistical mechanics descriptions of the second law of thermodynamics generally imply point-like particles driven by a dissipative overall mechanism for their simultaneous time-evolution. As the number of involved particles grows larger,…

General Physics · Physics 2016-02-16 Hans R. Moser

Finding the entropy rate of Hidden Markov Processes is an active research topic, of both theoretical and practical importance. A recently used approach is studying the asymptotic behavior of the entropy rate in various regimes. In this…

Information Theory · Computer Science 2016-11-17 Or Zuk , Eytan Domany , Ido Kanter , Michael Aizenman

We consider a random walk with a negative drift and with a jump distribution which under Cram\'er's change of measure belongs to the domain of attraction of a spectrally positive stable law. If conditioned to reach a high level and suitably…

Probability · Mathematics 2012-08-20 Sergey G. Foss , Anatolii A. Puhalskii

We present a general framework for systems which are prepared in a non-stationary non-equilibrium state in the absence of any perturbation, and which are then further driven through the application of a time-dependent perturbation. We…

Statistical Mechanics · Physics 2012-12-06 Gatien Verley , David Lacoste

Free energy and entropy are examined in detail from the standpoint of classical thermodynamics. The approach is logically based on the fact that thermodynamic work is mediated by thermal energy through the tendency for nonthermal energy to…

Physics Education · Physics 2015-06-26 Clinton D. Stoner

In the paper we consider some piecewise deterministic Markov process whose continuous component evolves according to semiflows, which are switched at the jump times of a Poisson process. The associated Markov chain describes the states of…

Probability · Mathematics 2023-10-06 Dawid Czapla , Sander C. Hille , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

In this paper, we introduce the notion of Bi-entangled hidden Markov processes. These are hidden quantum processes where the hidden processes themselves exhibit entangled Markov process, and the observable processes also exhibit…

Quantum Physics · Physics 2024-07-15 Soueidi El Gheteb

We prove that any asymptotics of a finite-dimensional quantum Markov processes can be formulated in the form of a generalized Jaynes principle in the discrete as well as in the continuous case. Surprisingly, we find that the open system…

Quantum Physics · Physics 2023-07-28 Jaroslav Novotný , Jiří Maryška , Igor Jex

We consider continuous--time Markov kinetics with a finite number of states and a given positive equilibrium distribution P*. For an arbitrary probability distribution $P$ we study the possible right hand sides, dP/dt, of the Kolmogorov…

Chemical Physics · Physics 2013-01-14 A. N. Gorban

The second law of thermodynamics states that the entropy of an isolated system is almost always increasing. We propose combinatorial formalizations of the second law and explore their conditions of possibilities.

Combinatorics · Mathematics 2017-06-27 Rafael Diaz , Sergio Villamarin

A study of time homogeneous, real valued Markov processes with a special property and a non-atomic initial distribution is provided. The new notion of a function of evolution of distribution which determines the dependency between one…

Probability · Mathematics 2022-07-04 Tomasz Bielecki , Jacek Jakubowski , Maciej Wiśniewolski

The concept of entropy in nonequilibrium macroscopic systems is investigated in the light of an extended equation of motion for the density matrix obtained in a previous study. It is found that a time-dependent information entropy can be…

Statistical Mechanics · Physics 2009-11-10 W. T. Grandy

It exists a large class of systems for which the traditional notion of extensivity breaks down. From experimental examples we induce two general hypothesis concerning such systems. In the first the existence of an internal coordinate system…

Statistical Mechanics · Physics 2015-03-09 J-P. Badiali , A. El Kaabouchi

We address the emergence of entropy production in the non-equilibrium process of an open quantum system from the viewpoint of the environment. By making use of a dilation-based approach akin to Stinespring theorem, we derive an expression…

This is a survey paper about reciprocal processes. The bridges of a Markov process are also Markov. But an arbitrary mixture of these bridges fails to be Markov in general. However, it still enjoys the interesting properties of a reciprocal…

Probability · Mathematics 2022-09-05 Christian Léonard , Sylvie Roelly , Jean-Claude Zambrini

We consider exchangeable Markov multi-state survival processes -- temporal processes taking values over a state-space$\mathcal{S}$ with at least one absorbing failure state $\flat \in \mathcal{S}$ that satisfy natural invariance properties…

Methodology · Statistics 2018-10-26 Walter Dempsey

We derive universal thermodynamic inequalities that bound from below the moments of first-passage times of stochastic currents in nonequilibrium stationary states of Markov jump processes in the limit where the thresholds that define the…

Statistical Mechanics · Physics 2025-02-03 Izaak Neri

We construct a general measure for the degree of non-Markovian behavior in open quantum systems. This measure is based on the trace distance which quantifies the distinguishability of quantum states. It represents a functional of the…

Quantum Physics · Physics 2010-01-05 Heinz-Peter Breuer , Elsi-Mari Laine , Jyrki Piilo