Related papers: Decision Making in the Arrow of Time
A major goal of stochastic thermodynamics is to estimate the inevitable dissipation that accompanies particular observable phenomena in an otherwise not fully accessible system. Quantitative results are often formulated as lower bounds on…
This paper considers the optimal control of time varying continuous time Markov chains whose transition rates are themselves Markov processes. In one set of problems the solution of an ordinary differential equation is shown to determine…
We consider Wald's sequential probability ratio test for deciding whether a sequence of independent and identically distributed observations comes from a specified phase-type distribution or from an exponentially tilted alternative…
There is a relation between the irreversibility of thermodynamic processes as expressed by the breaking of time-reversal symmetry, and the entropy production in such processes. We explain on an elementary mathematical level the relations…
This paper studies the performative prediction problem which optimizes a stochastic loss function with data distribution that depends on the decision variable. We consider a setting where the agent(s) provides samples adapted to the…
We describe an exact approach for calculating transition probabilities and waiting times in finite-state discrete-time Markov processes. All the states and the rules for transitions between them must be known in advance. We can then…
We discuss entropy production in nonequilibrium steady states by focusing on paths obtained by sampling at regular (small) intervals, instead of sampling on each change of the system's state. This allows us to study directly entropy…
Random perturbations applied in tandem to an ensemble of oscillating objects can synchronize their motion. We study multiple copies of an arbitrary dynamical system in a stable limit cycle, described via a standard phase reduction picture.…
Living systems operate far from thermal equilibrium by converting the chemical potential of ATP into mechanical work to achieve growth, replication or locomotion. Given time series observations of intra-, inter- or multicellular processes,…
The second law of thermodynamics governs that nonequilibrium systems evolve towards states of higher entropy over time. However, it does not specify the rate of this evolution and the role of fluctuations that impact the system's dynamics.…
We develop the stochastic approach to thermodynamics based on the stochastic dynamics, which can be discrete (master equation) continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of…
We study the symmetry of large deviation functions associated with time-integrated currents in Markov pure jump processes. One current known to have this symmetry is the fluctuating entropy production and this is the content of the…
The thermodynamic uncertainty relation is a prominent result in stochastic thermodynamics that provides a bound on the fluctuations of any thermodynamic flux, also known as current, in terms of the average rate of entropy production. Such…
The outcome of a single quantum experiment is unpredictable, except in a pure-state limit. The definite process that takes place in the apparatus may either be intrinsically random or be explainable from a deeper theory. While the first…
In both thermodynamics and quantum mechanics the arrow of time is characterized by the statistical likelihood of physical processes. We characterize this arrow of time for the continuous quantum measurement dynamics of a superconducting…
Decision makers exploiting photonic chaotic dynamics obtained by semiconductor lasers provide an ultrafast approach to solving multi-armed bandit problems by using a temporal optical signal as the driving source for sequential decisions. In…
A rigorous derivation of nonequilibrium entropy production via the path-integral formalism is presented. Entropy production is defined as the entropy change piled in a heat reservoir as a result of a nonequilibrium thermodynamic process. It…
We investigate the work fluctuations in an overdamped non-equilibrium process that is stopped at a stochastic time. The latter is characterized by a first passage event that marks the completion of the non-equilibrium process. In…
Microscopic physical laws are time-symmetric, hence, a priori there exists no preferential temporal direction. However, the second law of thermodynamics allows one to associate the "forward" temporal direction to a positive variation of the…
For a Markov process the detailed balance condition is equivalent to the time-reversibility of the process. For stochastic differential equations (SDE's) time discretization numerical schemes usually destroy the property of…