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The thermodynamic formalism allows one to access the chaotic properties of equilibrium and out-of-equilibrium systems, by deriving those from a dynamical partition function. The definition that has been given for this partition function…

Statistical Mechanics · Physics 2011-11-29 Vivien Lecomte , Cécile Appert-Rolland , Frédéric van Wijland

We study the temporal dissipation of variance and relative entropy for ergodic Markov Chains in continuous time, and compute explicitly the corresponding dissipation rates. These are identified, as is well known, in the case of the variance…

Probability · Mathematics 2022-05-19 Ioannis Karatzas , Jan Maas , Walter Schachermayer

Infinite random sequences of letters can be viewed as stochastic chains or as strings produced by a source, in the sense of information theory. The relationship between Variable Length Markov Chains (VLMC) and probabilistic dynamical…

Probability · Mathematics 2010-07-20 Peggy Cénac , Brigitte Chauvin , Frédéric Paccaut , Nicolas Pouyanne

Nonequilibrium response theory is a fundamental framework for understanding how physical systems respond to perturbations. Recently, a mutual linearity has been discovered for Markov jump processes using linear algebra analysis. This mutual…

Statistical Mechanics · Physics 2026-04-08 Jiming Zheng , Zhiyue Lu

We provide explicit nonasymptotic estimates for the rate of convergence of empirical means of Markov chains, together with a Gaussian or exponential control on the deviations of empirical means. These estimates hold under a "positive…

Probability · Mathematics 2010-11-11 Aldéric Joulin , Yann Ollivier

In this paper, we present a general derivation of a modified fluctuation-dissipation theorem (MFDT) valid near an arbitrary non-stationary state for a system obeying markovian dynamics. We show that the method to derive modified…

Statistical Mechanics · Physics 2011-12-23 Gatien Verley , Raphaël Chétrite , David Lacoste

In this short paper, we consider discrete-time Markov chains on lattices as approximations to continuous-time diffusion processes. The approximations can be interpreted as finite difference schemes for the generator of the process. We…

Probability · Mathematics 2016-11-08 Christoph Reisinger

For non-equilibrium systems described by finite Markov processes, we consider the number of times that a system traverses a cyclic sequence of states (a cycle). The joint distribution of the number of forward and backward instances of any…

Statistical Mechanics · Physics 2022-01-11 Patrick Pietzonka , Jules Guioth , Robert L. Jack

We demonstrate that description of fluctuations observed in multiparticle production processes using Tsallis statistics approach (in which fluctuations are described by the nonextensivity parameter q) leads to a specific sum rule for…

High Energy Physics - Phenomenology · Physics 2011-06-09 Grzegorz Wilk , Zbigniew Wlodarczyk , Wojciech Wolak

Here, we investigate the uncertainty of dynamical observables in classical systems manipulated by repeated measurements and feedback control; the precision should be enhanced in the presence of an external controller but limited by the…

Statistical Mechanics · Physics 2020-01-23 Tan Van Vu , Yoshihiko Hasegawa

How to distinguish and quantify deterministic and random influences on the statistics of turbulence data in meteorology cases is discussed from first principles. Liquid water path (LWP) changes in clouds, as retrieved from radio signals,…

Condensed Matter · Physics 2015-06-24 K. Ivanova , M. Ausloos

Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…

An important problem in applied dynamical systems is to compute the external forcing that provokes the largest response of a desired observable quantity. For this, we investigate the perturbation theory of Markov matrices in connection with…

Dynamical Systems · Mathematics 2025-07-21 Manuel Santos Gutierrez , Niccolo Zagli , Giulia Carigi

Dynamical processes can be transformed into graphs through a family of mappings called visibility algorithms, enabling the possibility of (i) making empirical data analysis and signal processing and (ii) characterising classes of dynamical…

Chaotic Dynamics · Physics 2015-06-18 Lucas Lacasa

Using a population dynamics inspired by an ensemble of growing cells, a set of fluctuation theorems linking observables measured at the lineage and population levels are derived. One of these relations implies specific inequalities…

Populations and Evolution · Quantitative Biology 2021-11-08 Reinaldo García-García , Arthur Genthon , David Lacoste

A discrete-time stochastic process derived from a model of basketball is used to generalize any discrete distribution. The generalized distributions can have one or two more parameters than the parent distribution. Those derived from…

Applications · Statistics 2020-06-25 Rose Baker

Different methods are used to determine the scaling exponents associated with a time series describing a complex dynamical process, such as those observed in geophysical systems. Many of these methods are based on the numerical evaluation…

Geophysics · Physics 2007-05-23 Nicola Scafetta , Bruce J. West

We study the influence of a dissipation process on diffusion dynamics triggered by fluctuations with long-range correlations. We make the assumption that the perturbation process involved is of the same kind as those recently studied…

Statistical Mechanics · Physics 2007-05-23 M. Annunziato , P. Grigolini , J. Riccardi

The inference of thermodynamic quantities from the description of an only partially accessible physical system is a central challenge in stochastic thermodynamics. A common approach is coarse-graining, which maps the dynamics of such a…

Statistical Mechanics · Physics 2022-08-19 Jann van der Meer , Benjamin Ertel , Udo Seifert

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…

Statistical Mechanics · Physics 2007-05-23 C. Maes
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