Related papers: Conditional reversibility in nonequilibrium stocha…
The entropy production rate is central to the study of non-equilibrium systems. This parameter is closely connected to violation of time-reversal symmetry, energy consumption, efficiency, and other properties of interest; in short, it…
We investigate a new symmetry of the large deviation function of certain time-integrated currents in non-equilibrium systems. The symmetry is similar to the well-known Gallavotti-Cohen-Evans-Morriss-symmetry for the entropy production, but…
In the field of large deviations for stochastic dynamics, the canonical conditioning of a given Markov process with respect to a given time-local trajectory observable over a large time-window has attracted a lot of interest recently. In…
Considering Langevin dynamics we derive the general form of the stochastic differential that satisfies the Gallavotti-Cohen symmetry. This extends the work previously done by Kurchan, and Lebowitz and Spohn on such systems, and we treat…
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…
We present a sequential Monte Carlo algorithm for Markov chain trajectories with proposals constructed in reverse time, which is advantageous when paths are conditioned to end in a rare set. The reverse time proposal distribution is…
When analyzing the equilibrium properties of a stochastic process, identifying the parity of the variables under time-reversal is imperative. This initial step is required to assess the presence of detailed balance, and to compute the…
We obtain the posterior distribution of a random process conditioned on observing the empirical frequencies of a finite sample path. We find under a rather broad assumption on the "dependence structure" of the process, {\em c.f.}…
Time-reversal symmetry of microscopic laws dictates that the equilibrium distribution of a stochastic process must obey the detailed balance. On the other hand, cyclic Markov processes that do not admit equilibrium distributions with…
We study dynamical reversibility in stationary stochastic processes from an information theoretic perspective. Extending earlier work on the reversibility of Markov chains, we focus on finitary processes with arbitrarily long conditional…
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…
The rate of entropy production provides a useful quantitative measure of a non-equilibrium system and estimating it directly from time-series data from experiments is highly desirable. Several approaches have been considered for stationary…
By decoupling forward and backward stochastic trajectories, we construct a family of martingales and work theorems for both overdamped and underdamped Langevin dynamics. Our results are made possible by an alternative derivation of work…
We show that the steady-state entropy production rate of a stochastic process is inversely proportional to the minimal time needed to decide on the direction of the arrow of time. Here we apply Wald's sequential probability ratio test to…
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…
The entropy production rate is a central quantity in non-equilibrium statistical physics, scoring how far a stochastic process is from being time-reversible. In this paper, we compute the entropy production of diffusion processes at…
By analogy with the theory of Backward Stochastic Differential Equations, we define Backward Stochastic Difference Equations on spaces related to discrete time, finite state processes. This paper considers these processes as constructions…
Causality is an important assumption underlying nonequilibrium generalizations of the second law of thermodynamics known as fluctuation relations. We here experimentally study the nonequilibrium statistical properties of the work and of the…
The large deviations properties of trajectory observables for chaotic non-invertible deterministic maps as studied recently by N. R. Smith, Phys. Rev. E 106, L042202 (2022) and by R. Gutierrez, A. Canella-Ortiz, C. Perez-Espigares,…
It is well-known that discrete-time finite-state Markov Chains, which are described by one-sided conditional probabilities which describe a dependence on the past as only dependent on the present, can also be described as one-dimensional…