Related papers: Decision Making in the Arrow of Time
According to statistical mechanics, micro-states of an isolated physical system (say, a gas in a box) at time $t_0$ in a given macro-state of less-than-maximal entropy typically evolve in such a way that the entropy at time $t$ increases…
Entropy rate of sequential data-streams naturally quantifies the complexity of the generative process. Thus entropy rate fluctuations could be used as a tool to recognize dynamical perturbations in signal sources, and could potentially be…
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 consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state…
The probability distribution of the total entropy production in the non-equilibrium steady state follows a symmetry relation called the fluctuation theorem. When a certain part of the system is masked or hidden, it is difficult to infer the…
We study entropy production (EP) in processes involving repeated quantum measurements of finite quantum systems. Adopting a dynamical system approach, we develop a thermodynamic formalism for the EP and study fine aspects of irreversibility…
Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…
We investigate the total entropy production of a Brownian particle in a driven bistable system. This system exhibits the phenomenon of stochastic resonance. We show that in the time-periodic steady state, the probability density function…
We made a first attempt to associate a probabilistic description of stochastic processes like birth-death processes with spacetime geometry in the Schwarzschild metrics on distance scales from the macro- to the micro-domains. We idealize an…
We derive the expression for the entropy production for stochastic dynamics defined on a continuous space of states containing unidirectional transitions. The expression is derived by taking the continuous limit of a stochastic dynamics on…
The time-reversal symmetry of nonequilibrium fluctuations is experimentally investigated in two out-of-equilibrium systems namely, a Brownian particle in a trap moving at constant speed and an electric circuit with an imposed mean current.…
Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…
This paper considers a distributed stochastic optimization problem where the goal is to minimize the time average of a cost function subject to a set of constraints on the time averages of a related stochastic processes called penalties. We…
We consider an asynchronous system with transitions corresponding to the instructions of a computer system. For each instruction, a runtime is given. We propose a mathematical model, allowing us to construct an algorithm for finding the…
In this paper, we consider the gradual-impulse control problem of continuous-time Markov decision processes, where the system performance is measured by the expectation of the exponential utility of the total cost. We prove, under very…
We present a method of estimating the rate of entropy production in underdamped dynamics by decomposing it into contributions originating in different non-equilibrium effects. Specifically, a non-zero average velocity, a non-thermal width…
The master equation and, more generally, Markov processes are routinely used as models for stochastic processes. They are often justified on the basis of randomization and coarse-graining assumptions. Here instead, we derive n-th order…
We study the effect of stochastic sampling on the estimation of the drift parameter of continuous time AR(1) process. A natural distribution free moment estimator is considered for the drift based on stochastically observed time points. The…
Transfer entropy is a measure of the magnitude and the direction of information flow between jointly distributed stochastic processes. In recent years, its permutation analogues are considered in the literature to estimate the transfer…
We consider the fluctuations of a time-integrated particle current around an atypical value in a generic stochastic Markov process involving classical particles with two-site interaction and hardcore repulsion on a finite one-dimensional…