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We review here {\it Maximum Caliber} (Max Cal), a general variational principle for inferring distributions of paths in dynamical processes and networks. Max Cal is to dynamical trajectories what the principle of {\it Maximum Entropy} (Max…

Statistical Mechanics · Physics 2018-01-17 Purushottam D. Dixit , Jason Wagoner , Corey Weistuch , Steve Pressé , Kingshuk Ghosh , Ken A. Dill

We present a general framework for deriving entropy production rates (EPRs) in active matter systems driven by non-Gaussian active fluctuations. Employing the probability-flow equivalence technique, we rigorously obtain an entropy…

Statistical Mechanics · Physics 2025-12-12 Yuanfei Huang , Chengyu Liu , Bing Miao , Xiang Zhou

We derive a universal thermodynamic bound constraining directional transport in both discrete and continuous nonequilibrium systems. For continuous-time Markov jump processes and overdamped diffusions governed by Fokker--Planck equations,…

Statistical Mechanics · Physics 2025-08-26 Mesfin Taye

Entropy in nonequilibrium statistical mechanics is investigated theoretically so as to extend the well-established equilibrium framework to open nonequilibrium systems. We first derive a microscopic expression of nonequilibrium entropy for…

Statistical Mechanics · Physics 2007-06-13 Takafumi Kita

The dissipation of general convex entropies for continuous time Markov processes can be described in terms of backward martingales with respect to the tail filtration. The relative entropy is the expected value of a backward submartingale.…

Probability · Mathematics 2015-01-27 Joaquin Fontbona , Benjamin Jourdain

In the last few decades, some hypotheses for entropy production (EP) principles have been forwarded as possible candidates for organizational principles in non-linear non- equilibrium systems. Two important hypotheses will be studied: the…

Chemical Physics · Physics 2007-05-23 Stijn Bruers

Traditionally, the Method of (Shannon-Kullback's) Relative Entropy Maximization (REM) is considered with linear moment constraints. In this work, the method is studied under frequency moment constraints which are non-linear in…

Data Analysis, Statistics and Probability · Physics 2012-08-27 M. Grendar, , M. Grendar

This is a short review of the statistical mechanical definition of entropy production for systems composed of a large number of interacting components. Emphasis is on open systems driven away from equilibrium where the entropy production…

Statistical Mechanics · Physics 2015-06-02 Christian Maes

Markov models are widely used to describe processes of stochastic dynamics. Here, we show that Markov models are a natural consequence of the dynamical principle of Maximum Caliber. First, we show that when there are different possible…

Statistical Mechanics · Physics 2015-05-28 Hao Ge , Steve Presse , Kingshuk Ghosh , Ken Dill

We discuss the connection between the Kolmogorov-Sinai entropy, $h_{KS}$, and the production rate of the coarse grained Gibbs entropy, $r_G$. Detailed numerical computations show that the (often accepted) identification of the two…

Chaotic Dynamics · Physics 2007-05-23 Massimo Falcioni , Luigi Palatella , Angelo Vulpiani

In recent advances in finite-time thermodynamics, optimization of entropy production required for finite-time information processing is an important issue. In this work, we consider finite-time feedback processes in classical discrete…

Statistical Mechanics · Physics 2025-03-18 Rihito Nagase , Takahiro Sagawa

It is supposed that the exponential multiplier in the method of the non-equilibrium statistical operator (Zubarev`s approach) can be considered as a distribution density of the past lifetime of the system, and can be replaced by an…

Statistical Mechanics · Physics 2009-10-26 V. V. Ryazanov

We derive exact expressions for the finite-time statistics of extrema (maximum and minimum) of the spatial displacement and the fluctuating entropy flow of biased random walks. Our approach captures key features of extreme events in…

Statistical Mechanics · Physics 2021-02-10 Alexandre Guillet , Édgar Roldán , Frank Jülicher

We investigate nonequilibrium steady-state dynamics in both continuous- and discrete-state stochastic processes. Our analysis focuses on planar diffusion dynamics and their coarse-grained approximations by discrete-state Markov chains.…

Statistical Mechanics · Physics 2026-05-12 Ramón Nartallo-Kaluarachchi , Renaud Lambiotte , Alain Goriely

In previous works, we derived stationary density distribution functions (DDF) where the local equilibrium is determined by imposing the maximum entropy (MaxEnt) principle, under the scale invariance restrictions, and the minimum entropy…

Statistical Mechanics · Physics 2015-06-19 Giorgio Sonnino , Philippe Peeters , Alberto Sonnino , Pasquale Nardone , György Steinbrecher

We focus our attention on dynamical processes characterized by an entropic index Q<1. According to the probabilistic arguments of Tsallis and Bukman [C.Tsallis, D.J. Bukman, Phys. Rev. E 54,R2197 (1996)] these processes are subdiffusional…

Statistical Mechanics · Physics 2015-06-25 Leone Fronzoni , Paolo Grigolini , Simone Montangero

In an essential and quite general setup, based on networks, we identify Schnakenberg's observables as the constraints that prevent a system from relaxing to equilibrium, showing that, in the linear regime, steady states satisfy a minimum…

Statistical Mechanics · Physics 2015-05-28 Matteo Polettini

Isolating slower dynamics from fast fluctuations has proven remarkably powerful, but how do we proceed from partial observations of dynamical systems for which we lack underlying equations? Here, we construct maximally-predictive states by…

Biological Physics · Physics 2023-02-28 Antonio Carlos Costa , Tosif Ahamed , David Jordan , Greg Stephens

Fluctuation relations imply the second-law inequality $\langle\Sigma_T\rangle\ge0$, but path extrema can also constrain how large the mean entropy production can be. For steady-state processes with entropy-production martingale…

Statistical Mechanics · Physics 2026-05-19 Surachate Limkumnerd

The ordinal approach to evaluate time series due to innovative works of Bandt and Pompe has increasingly established itself among other techniques of nonlinear time series analysis. In this paper, we summarize and generalize the theory of…

Dynamical Systems · Mathematics 2017-10-19 Karsten Keller , Sergiy Maksymenko , Inga Stolz