Related papers: Asymptotics of the entropy production rate for $d$…
In this work, we investigate the relation between the concept of ``information rate'', an information geometric method for measuring the speed of the time evolution of the statistical states of a stochastic process, and stochastic…
We compute statistical properties of the stochastic entropy production associated with the nonstationary transport of heat through a system coupled to a time dependent nonisothermal heat bath. We study the 1-d stochastic evolution of a…
The stochastic entropy generated during the evolution of a system interacting with an environment may be separated into three components, but only two of these have a non-negative mean. The third component of entropy production is…
Time-reversal symmetry breaking and entropy production are universal features of nonequilibrium phenomena. Despite its importance in the physics of active and living systems, the entropy production of systems with many degrees of freedom…
We consider the parametric estimation of the Ornstein-Uhlenbeck process driven by a non-Gaussian $\alpha$-stable L\'{e}vy process with the stable index $\alpha>1$ and possibly skewed jumps, based on a discrete-time sample over a fixed…
Nowadays many tools, e.g. fluctuation relations, are available to characterize the statistical properties of non-equilibrium systems. However, most of these tools rely on the assumption that the driving noise is normally distributed. Here…
Continuous feedback control of Langevin processes may be non-Markovian due to a time lag between the measurement and the control action. We show that this requires to modify the basic relation between dissipation and time-reversal and to…
The quench dynamics of many-body quantum systems may exhibit non-analyticities in the Loschmidt echo, a phenomenon known as dynamical phase transition (DPT). Despite considerable research into the underlying mechanisms behind this…
Active polymers are the archetype of nonequilibrium viscoelastic systems that constantly consume energy to produce motion. The activity of many biopolymers is essential to many life processes. The entropy production rate quantifies their…
Irreversibility is a critical property of non-equilibrium transport processes. An opinion has long been insisted that the entropy production rate is a Lyapunov function for all kinds of processes, that is, the principle of minimum entropy…
We derive a bound for entropy production in terms of the mean of normalizable path-antisymmetric observables. The optimal observable for this bound is shown to be the signum of entropy production, which is often easier determined or…
Extreme value functionals of stochastic processes are inverse functionals of the first passage time -- a connection that renders their probability distribution functions equivalent. Here, we deepen this link and establish a framework for…
The non-equilibrium Fokker-Planck dynamics in an arbitrary force field $\vec f(\vec r)$ in dimension $N$ is revisited via the correspondence with the non-hermitian quantum mechanics in a scalar potential $V(\vec r)$ and a vector potential…
We discuss fundamental features of the local expression for the entropy production rate of the nonequilibrium quantum dynamics of open systems and its relations to memory effects and the spectrum of the generator of the dynamics. Defining…
With nontrivial entropy production, first passage process is one of the most common nonequilibrium process in stochastic thermodynamics. Using one dimensional birth and death precess as a model framework, approximated expressions of mean…
We study the Dyson-Ornstein-Uhlenbeck diffusion process, an evolving gas of interacting particles. Its invariant law is the beta Hermite ensemble of random matrix theory, a non-product log-concave distribution. We explore the convergence to…
We investigate bounds on speed, non-adiabatic entropy production and trade-off relation between them for classical stochastic processes with time-independent transition rates. Our results show that the time required to evolve from an…
We study the stochastic growth process in discrete time $x_{i+1} = (1 + \mu_i) x_i$ with growth rate $\mu_i = \rho e^{Z_i - \frac12 var(Z_i)}$ proportional to the exponential of an Ornstein-Uhlenbeck (O-U) process $dZ_t = - \gamma Z_t dt +…
For a Markovian dynamics on discrete states, the logarithmic ratio of waiting-time distributions between two successive, instantaneous transitions in forward and backward direction is a measure of time-irreversibility. It thus serves as an…
Constructing \Levy-driven Ornstein-Uhlenbeck processes is a task closely related to the notion of self-decomposability. In particular, their transition laws are linked to the properties of what will be hereafter called the \emph{a-reminder}…