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Here we define and study the properties of retrodictive inference. We derive equations relating retrodiction entropy and thermodynamic entropy, and as a special case, show that under equilibrium conditions, the two are identical. We…
Traditional thermodynamic trade-off relations usually apply to quantities that depend linearly on probability distributions. In contrast, many important information-theoretic measures, such as entropies, are nonlinear and therefore…
Visibility algorithms are a family of methods to map time series into networks, with the aim of describing the structure of time series and their underlying dynamical properties in graph-theoretical terms. Here we explore some properties of…
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…
This is a short review of the statistical mechanical definition of entropy production for systems composed of a large number of interacting components. Emphasis is on open systems driven away from equilibrium where the entropy production…
Extreme value functionals of stochastic processes are inverse functionals of the first passage time -- a connection that renders their probability distribution functions equivalent. Here, we deepen this link and establish a framework for…
We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…
It is well established that gene expression can be modeled as a Markovian stochastic process and hence proper observables might be subjected to large fluctuations and rare events. Since dynamics is often more than statics, one can work with…
Stochastic resetting describes dynamics which are reinitialized to a reference state at random times. These protocols are attracting significant interest: they can stabilize nonequilibrium stationary states, generate correlations in…
There is a well-established theory linking certain semi-Markov chains and continuous-time random walks to time-fractional equations and anomalous diffusion. In this work, we go beyond the semi-Markov framework by considering some…
We consider continuous--time Markov kinetics with a finite number of states and a given positive equilibrium distribution P*. For an arbitrary probability distribution $P$ we study the possible right hand sides, dP/dt, of the Kolmogorov…
It is proved in the paper that the non-conservative dissipative force and asymmetry of time reversal can be naturally introduced into classical statistical mechanics after retarded electromagnetic interaction between charged microparticles…
We study finite state random dynamical systems (RDS) and their induced Markov chains (MC) as stochastic models for complex dynamics. The linear representation of deterministic maps in RDS are matrix-valued random variables whose…
Speed limit for classical stochastic Markov processes with discrete states is studied. We find that a trade-off inequality exists between the speed of the state transformation and the entropy production. The dynamical activity determines…
The efficient calculation of rare-event kinetics in complex dynamical systems, such as the rate and pathways of ligand dissociation from a protein, is a generally unsolved problem. Markov state models can systematically integrate ensembles…
Any decomposition of the total trajectory entropy production for Markovian systems has a joint probability distribution satisfying a generalized detailed fluctuation theorem, when all the contributing terms are odd with respect to time…
Irreversible behaviour is traditionally associated with open stochastic dynamical systems, but an asymmetry in the probabilistic specification of a closed deterministic system can similarly lead to a disparity between the likelihoods of a…
This work is concerned with model reduction of stochastic differential equations and builds on the idea of replacing drift and noise coefficients of preselected relevant, e.g. slow variables by their conditional expectations. We extend…
An optimal finite-time process drives a given initial distribution to a given final one in a given time at the lowest cost as quantified by total entropy production. We prove that for system with discrete states this optimal process…
Borrowing ideas from open quantum systems, we describe a formalism to encode ensembles of trajectories of classical stochastic dynamics in terms of continuous matrix product states (cMPSs). We show how to define in this approach "biased" or…