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We derive a universal thermodynamic bound constraining directional transport in both discrete and continuous nonequilibrium systems. For continuous-time Markov jump processes and overdamped diffusions governed by Fokker--Planck equations,…

Statistical Mechanics · Physics 2025-08-26 Mesfin Taye

Zero-range processes with decreasing jump rates are known to exhibit condensation, where a finite fraction of all particles concentrates on a single lattice site when the total density exceeds a critical value. We study such a process on a…

Probability · Mathematics 2018-04-26 Inés Armendáriz , Stefan Grosskinsky , Michail Loulakis

We have shown how the intrinsic properties of a noise process can set an upper bound for the time derivative of entropy in a nonequilibrium system. The interplay of dissipation and the properties of noise processes driving the dynamical…

Statistical Mechanics · Physics 2009-11-07 Bidhan Chandra Bag

Stochastic thermodynamics allows us to define heat and work for microscopic systems far from thermodynamic equilibrium, based on observations of their stochastic dynamics. However, a complete account of the energetics necessitates that all…

Statistical Mechanics · Physics 2021-08-31 Jannik Ehrich

Semi-Markov processes are Markovian processes in which the firing time of the transitions is modelled by probabilistic distributions over positive reals interpreted as the probability of firing a transition at a certain moment in time. In…

Formal Languages and Automata Theory · Computer Science 2017-12-04 Mathias Ruggaard Pedersen , Nathanaël Fijalkow , Giorgio Bacci , Kim Guldstrand Larsen , Radu Mardare

This paper is devoted to studying the average optimality in continuous-time Markov decision processes with fairly general state and action spaces. The criterion to be maximized is expected average rewards. The transition rates of underlying…

Probability · Mathematics 2007-05-23 Xianping Guo , Ulrich Rieder

The quantum speed limit (QSL) is the theoretical lower limit of the time for a quantum system to evolve from a given state to another one. Interestingly, it has been shown that non-Markovianity can be used to speed-up the dynamics and to…

Quantum Physics · Physics 2021-03-18 Jose Teittinen , Sabrina Maniscalco

Irreversible processes accomplished in a fixed time involve nonlinearly coupled flows of matter, energy, and information. Here, using entropy production as an example, we show how thermodynamic uncertainty relations and speed limits on…

Statistical Mechanics · Physics 2021-05-12 Schuyler B. Nicholson , Jason R. Green

We study the minimum time related to the quantum speed limit that characterizes the evolution of an open quantum system with the help of a simple model in the short and long time limits. We compare in particular the situation corresponding…

Quantum Physics · Physics 2016-04-12 Jean Richert , Tarek Khalil

Even simply-defined, finite-state generators produce stochastic processes that require tracking an uncountable infinity of probabilistic features for optimal prediction. For processes generated by hidden Markov chains the consequences are…

Statistical Mechanics · Physics 2021-09-15 Alexandra M. Jurgens , James P. Crutchfield

We describe the solution of an optimal stopping problem for a stable L\'evy process killed at state-dependent rate, which can be seen as a model for bankruptcy. The killing rate is chosen in such a way that the killed process remains…

Probability · Mathematics 2024-02-29 K. van Schaik , A. R. Watson , X. Xu

A unified thermodynamic formalism describing the efficiency of learning is proposed. First, we derive an inequality, which is more strength than Clausius's inequality, revealing the lower bound of the entropy-production rate of a subsystem.…

Statistical Mechanics · Physics 2025-04-15 Shanhe Su , Ousi Pan , Shihao Xia , Jincan Chen , Chikako Uchiyama

Time estimation is a fundamental task that underpins precision measurement, global navigation systems, financial markets, and the organisation of everyday life. Many biological processes also depend on time estimation by nanoscale clocks,…

By considering general Markov stochastic dynamics and its coarse-graining, we study the framework of stochastic thermodynamics for the original and reduced descriptions corresponding to different scales. We are especially concerned with the…

Statistical Mechanics · Physics 2015-01-29 Yohei Nakayama , Kyogo Kawaguchi

We consider a pair of correlated processes {Z_n} and {S_n} (two sided), where the former is observable and the later is hidden. The uncertainty in the estimation of Z_n upon its finite past history is H(Z_n|Z_0^{n-1}), and for estimation of…

Information Theory · Computer Science 2007-07-13 Mohammad Rezaeian

In many biological systems, chemical reactions or changes in a physical state are assumed to occur instantaneously. For describing the dynamics of those systems, Markov models that require exponentially distributed inter-event times have…

Populations and Evolution · Quantitative Biology 2020-07-06 Wasiur R. KhudaBukhsh , Hye-Won Kang , Eben Kenah , Grzegorz A. Rempala

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…

Probability · Mathematics 2022-01-04 Céline Comte

We study the long-term qualitative behavior of randomly perturbed dynamical systems. More specifically, we look at limit cycles of stochastic differential equations (SDE) with Markovian switching, in which the process switches at random…

Probability · Mathematics 2024-07-10 Nguyen H. Du , Alexandru Hening , Dang H. Nguyen , George Yin

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…

Statistical Mechanics · Physics 2022-02-21 Shun Otsubo , Sreekanth K Manikandan , Takahiro Sagawa , Supriya Krishnamurthy

The cutoff phenomenon is an abrupt transition from out of equilibrium to equilibrium undergone by certain Markov processes in the limit where the size of the state space tends to infinity: instead of decaying gradually over time, their…

Probability · Mathematics 2025-08-29 Justin Salez