Related papers: Conditional reversibility in nonequilibrium stocha…
Nowadays many tools, e.g. fluctuation relations, are available to characterize the statistical properties of non-equilibrium systems. However, most of these tools rely on the assumption that the driving noise is normally distributed. Here…
We consider thermodynamic systems with finitely many degrees of freedom and subject to an external control action. We derive some basic results on the dependence of the relative entropy production rate on the controlling force. Applications…
By modeling the interaction of a system with an environment through a renewal approach, we demonstrate that completely positive non-Markovian dynamics may develop some unexplored non-standard statistical properties. The renewal approach is…
A Markov decision problem is called reversible if the stationary controlled Markov chain is reversible under every stationary Markovian strategy. A natural application in which such problems arise is in the control of Metropolis-Hastings…
Statistical Mechanics deals with ensembles of microstates that are compatible with fixed constraints and that on average define a thermodynamic macrostate. The evolution of a small system is normally subjected to changing constraints and…
When describing the effective dynamics of an observable in a many-body system, the repeated randomness assumption, which states that the system returns in a short time to a maximum entropy state, is a crucial hypothesis to guarantee that…
Renewal processes are broadly used to model stochastic behavior consisting of isolated events separated by periods of quiescence, whose durations are specified by a given probability law. Here, we identify the minimal sufficient statistic…
The time reversal of a completely-positive, nonequilibrium discrete-time quantum Markov evolution is derived via a suitable adjointness relation. Space-time harmonic processes are introduced for the forward and reverse-time transition…
We derive various exact results for Markovian systems that spontaneously relax to a non-equilibrium steady-state by using joint probability distributions symmetries of different entropy production decompositions. The analytical approach is…
For controlled discrete-time stochastic processes we introduce a new class of dynamic risk measures, which we call process-based. Their main features are that they measure risk of processes that are functions of the history of a base…
To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime of a system. The statistical distributions which can be obtained out of the mesoscopic description characterizing the behaviour of a…
We derive geometrical bounds on the irreversibility in both quantum and classical Markovian open systems that satisfy the detailed balance condition. Using information geometry, we prove that irreversible entropy production is bounded from…
The recent study by B. De Bruyne, S. N. Majumdar, H. Orland and G. Schehr [arXiv:2110.07573], concerning the conditioning of the Brownian motion and of random walks on global dynamical constraints over a finite time-window $T$, is…
Entropy production is often interpreted as a proxy for microscopic disorder or environmental roughness in stochastic systems. We test this interpretation using controlled simulations of overdamped stochastic dynamics on curved surfaces in…
We obtain a new relation between the distributions $\mu_t$ at different times $t\ge 0$ of the continuous-time TASEP (Totally Asymmetric Simple Exclusion Process) started from the step initial configuration. Namely, we present a…
We prove the equivalence among symmetricity, time reversibility, and zero entropy production of the stationary solutions of linear stochastic differential equations. A sufficient and necessary reversibility condition expressed in terms of…
The stability of stochastic Model Predictive Control (MPC) subject to additive disturbances is often demonstrated in the literature by constructing Lyapunov-like inequalities that ensure closed-loop performance bounds and boundedness of the…
A generalization of fluctuation theorems in stochastic processes is proposed. The new theorem is written in terms of posterior probabilities, which are introduced via the Bayes theorem. In usual fluctuation theorems, a forward path and its…
We study the controllability of a coupled system of linear parabolic equations, with non-negativity constraint on the state. We establish two results of controllability to trajectories in large time: one for diagonal diffusion matrices with…
The stochastic entropy generated during the evolution of a system interacting with an environment may be separated into three components, but only two of these have a non-negative mean. The third component of entropy production is…