Related papers: Decision Making in the Arrow of Time
We consider optimization of the average entropy production in inhomogeneous temperature environments within the framework of stochastic thermodynamics. For systems modeled by Langevin equations (e.g. a colloidal particle in a heat bath) it…
The problem of appropriately matching items subject to compatibility constraints arises in a number of important applications. While most of the literature on matching theory focuses on a static setting with a fixed number of items, several…
Continuous-time stochastic processes play an important role in the description of random phenomena, it is therefore of prime interest to study particular variables depending on their paths, like stopping time for example. One approach…
The fluctuation theorem for entropy production is a remarkable symmetry of the distribution of produced entropy that holds universally in non-equilibrium steady states with Markovian dynamics. However, in systems with slow degrees of…
Estimating entropy production in continuous systems that can only be observed with a limited resolution remains an open problem in stochastic thermodynamics. Extant estimators based on the measurement of waiting-time distributions require…
We model the joint distribution of choice probabilities and decision times in binary choice tasks as the solution to a problem of optimal sequential sampling, where the agent is uncertain of the utility of each action and pays a constant…
We consider thermodynamically consistent autonomous Markov jump processes displaying a macroscopic limit in which the logarithm of the probability distribution is proportional to a scale-independent rate function (i.e., a large deviations…
The paper deals with the convergence properties of the products of random (row-)stochastic matrices. The limiting behavior of such products is studied from a dynamical system point of view. In particular, by appropriately defining a dynamic…
We propose an expression for the production of entropy for system described by a stochastic dynamics which is appropriate for the case where the reverse transition rate vanishes but the forward transition is nonzero. The expression is…
Stochastic approximation algorithm is a useful technique which has been exploited successfully in probability theory and statistics for a long time. The step sizes used in stochastic approximation are generally taken to be deterministic and…
Linear, irreversible thermodynamics predicts that the entropy production rate can become negative. We demonstrate this prediction for metals under AC-driving whose conductivity is well-described by the Drude-Sommerfeld model. We then show…
We develop a stochastic approximation-type algorithm to solve finite state/action, infinite-horizon, risk-aware Markov decision processes. Our algorithm has two loops. The inner loop computes the risk by solving a stochastic saddle-point…
How is it that entropy derivatives almost in their own are characterizing the state of a system close to equilibrium, and what happens further away from it? We explain within the framework of Markov jump processes why fluctuation theory can…
We show how averages of exponential functions of path dependent quantities, such as those of Work Fluctuation Theorems, detect phase transitions in deterministic and stochastic systems. State space truncation -- the restriction of the…
In this paper we study a representation problem first considered in a simpler version by Bank and El Karoui [2004]. A key ingredient to this problem is a random measure $\mu$ on the time axis which in the present paper is allowed to have…
Rate processes are simple and analytically tractable models for many dynamical systems which switch stochastically between a discrete set of quasi stationary states but they may also approximate continuous processes by coarse grained,…
Fluctuation theorems (FTs) quantify the thermodynamic reversibility of a system, and for deterministic systems they are defined in terms of the dissipation function. However, in a nonequilibrium steady state of deterministic dynamics, the…
In recent letter [Phys. Rev. Lett {\bf 121}, 070601 (2018), arXiv:1802.06554], the speed limit for classical stochastic Markov processes is considered, and a trade-off inequality between the speed of the state transformation and the entropy…
We show that the total entropy production in stochastic processes with odd-parity variables (under time reversal) is separated into three parts, only two of which satisfy the integral fluctuation theorems in general. One is the usual excess…
It is argued that a Gibbsian formula for the space-time distribution of microscopic trajectories of a nonequilibrium system provides a unifying framework for recent results on the fluctuations of the entropy production. The variable entropy…