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We consider stochastic thermodynamics as a theory of statistical inference for experimentally observed fluctuating time-series. To that end, we introduce a general framework for quantifying the knowledge about the dynamical state of the…

Statistical Mechanics · Physics 2015-05-19 Bernhard Altaner , Jürgen Vollmer

Understanding the emergence of the thermodynamic arrow of time in microscopic systems is of fundamental importance, particularly given that unitary evolution preserves time-reversal symmetry. While projective measurements introduce temporal…

The selection of an equilibrium state by maximising the entropy of a system, subject to certain constraints, is often powerfully motivated as an exercise in logical inference, a procedure where conclusions are reached on the basis of…

Statistical Mechanics · Physics 2015-12-03 Ian J. Ford

Entropy production in stochastic mechanical systems is examined here with strict bounds on its rate. Stochastic mechanical systems include pure diffusions in Euclidean space or on Lie groups, as well as systems evolving on phase space for…

Mathematical Physics · Physics 2022-01-12 Gregory S. Chirikjian

Predictability of behavior has emerged an an important characteristic in many fields including biology, medicine, and marketing. Behavior can be recorded as a sequence of actions performed by an individual over a given time period. This…

Methodology · Statistics 2017-11-13 Brian Vegetabile , Jenny Molet , Tallie Z. Baram , Hal Stern

For a stochastic process $(X_t)_{t\geq 0}$ we establish conditions under which the inverse first-passage time problem has a solution for any random variable $\xi >0$. For Markov processes we give additional conditions under which the…

Probability · Mathematics 2023-05-19 Alexander Klump , Mladen Savov

Entropy production (EP) is a central measure in nonequilibrium thermodynamics, as it can quantify the irreversibility of a process as well as its energy dissipation in special cases. Using the time-reversal asymmetry in a system's path…

Statistical Mechanics · Physics 2022-04-26 Dong-Kyum Kim , Sangyun Lee , Hawoong Jeong

For a network of discrete states with a periodically driven Markovian dynamics, we develop an inference scheme for an external observer who has access to some transitions. Based on waiting-time distributions between these transitions, the…

Statistical Mechanics · Physics 2024-09-12 Alexander M. Maier , Julius Degünther , Jann van der Meer , Udo Seifert

This paper studies time-inhomogeneous nonequilibrium diffusion processes, including both Brownian dynamics and Langevin dynamics. We derive upper bounds of the relative entropy production of the time-inhomogeneous process with respect to…

Probability · Mathematics 2021-04-20 Wei Zhang

Many physicists think that the maximum entropy formalism is a straightforward application of Bayesian statistical ideas to statistical mechanics. Some even say that statistical mechanics is just the general Bayesian logic of inductive…

Statistical Mechanics · Physics 2007-05-23 Cosma Rohilla Shalizi

Time estimation is a fundamental task that underpins precision measurement, global navigation systems, financial markets, and the organisation of everyday life. Many biological processes also depend on time estimation by nanoscale clocks,…

In this brief paper we find computable exponential convergence rates for a large class of stochastically ordered Markov processes. We extend the result of Lund, Meyn, and Tweedie (1996), who found exponential convergence rates for…

Probability · Mathematics 2018-10-19 Julia Gaudio , Saurabh Amin , Patrick Jaillet

At present, the problem to steer a non-Markovian process with minimum energy between specified end-point marginal distributions remains unsolved. Herein, we consider the special case for a non-Markovian process y(t) which, however, assumes…

Optimization and Control · Mathematics 2019-03-05 Daniele Alpago , Yongxin Chen , Tryphon Georgiou , Michele Pavon

The second law of thermodynamics states that entropy production cannot be negative. Recent developments concerning uncertainty relations in stochastic thermodynamics, such as thermodynamic uncertainty relations and speed limits, have…

Statistical Mechanics · Physics 2023-10-09 Tomohiro Nishiyama , Yoshihiko Hasegawa

We investigate the total stochastic entropy production of a two-level bosonic open quantum system under protocols of time dependent coupling to a harmonic environment. These processes are intended to represent the measurement of a system…

Quantum Physics · Physics 2023-01-24 D. Matos , L. Kantorovich , I. J. Ford

Near equilibrium, thermodynamic intuition suggests that fast, irreversible processes will dissipate more energy and entropy than slow, quasistatic processes connecting the same initial and final states. Here, we test the hypothesis that…

Statistical Mechanics · Physics 2022-12-07 Rebecca A. Bone , Daniel J. Sharpe , David J. Wales , Jason R. Green

We propose an analytic approach for the steady-state dynamics of Markov processes on locally tree-like graphs. It is based on time-translation invariant probability distributions for edge trajectories, which we encode in terms of infinite…

Statistical Mechanics · Physics 2025-09-08 Stefano Crotti , Thomas Barthel , Alfredo Braunstein

Observing stochastic trajectories with rare transitions between states, practically undetectable on time scales accessible to experiments, makes it impossible to directly quantify the entropy production and thus infer whether and how far…

Statistical Mechanics · Physics 2025-12-15 Marco Baiesi , Tomohiro Nishiyama , Gianmaria Falasco

One problem of wide interest involves estimating expected crossing-times. Several tools have been developed to solve this problem beginning with the works of Wald and the theory of sequential analysis. An extension of his approach is…

Methodology · Statistics 2015-06-17 Mark Brown , Victor de la Pena , Tony Sit

Nonequilibrium thermodynamics of a general second-order stochastic system is investigated. We prove that at steady state, under inversion of velocities, the condition of time-reversibility over the phase space is equivalent to the…

Statistical Mechanics · Physics 2015-10-28 Hao Ge