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Closed-loop or feedback controlled ratchets are Brownian motors that operate using information about the state of the system. For these ratchets, we compute the power output and we investigate its relation with the information used in the…

Statistical Mechanics · Physics 2007-11-05 M. Feito , F. J. Cao

Fundamental limits on the controllability of physical systems are discussed in the light of information theory. It is shown that the second law of thermodynamics, when generalized to include information, sets absolute limits to the minimum…

chao-dyn · Physics 2007-05-23 Hugo Touchette , Seth Lloyd

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…

Quantum Physics · Physics 2024-09-25 Philipp Strasberg , Andreas Winter , Jochen Gemmer , Jiaozi Wang

We use the statistical properties of Shannon entropy estimator and Kullback-Leibler divergence to study the predictability of ultra-high frequency financial data. We develop a statistical test for the predictability of a sequence based on…

Statistical Finance · Quantitative Finance 2024-05-20 Andrey Shternshis , Stefano Marmi

We show why the amount of information communicated between the past and future--the excess entropy--is not in general the amount of information stored in the present--the statistical complexity. This is a puzzle, and a long-standing one,…

Statistical Mechanics · Physics 2013-05-29 James P. Crutchfield , Christopher J. Ellison , John R. Mahoney

Common statistical measures of uncertainty such as $p$-values and confidence intervals quantify the uncertainty due to sampling, that is, the uncertainty due to not observing the full population. However, sampling is not the only source of…

Methodology · Statistics 2024-07-08 Suyash Gupta , Dominik Rothenhäusler

The uncertainty principle sets a bound on our ability to predict the measurement outcomes of two incompatible observables which are measured on a quantum particle simultaneously. In quantum information theory, the uncertainty principle can…

Quantum Physics · Physics 2019-12-03 H. Dolatkhah , S. Haseli , S. Salimi , A. s. Khorashad

The information provided by a classical measurement is unambiguously determined by the mutual information between the output results and the measured quantity. However, quantum mechanically there are at least two notions of information…

Quantum Physics · Physics 2007-05-23 Kurt Jacobs

Feedback control actively dissipates uncertainty from a dynamical system by means of actuation. We develop a notion of "control capacity" that gives a fundamental limit (in bits) on the rate at which a controller can dissipate the…

Information Theory · Computer Science 2017-01-17 Gireeja Ranade , Anant Sahai

One of the defining traits of quantum mechanics is the uncertainty principle which was originally expressed in terms of the standard deviation of two observables. Alternatively, it can be formulated using entropic measures, and can also be…

Quantum Physics · Physics 2015-09-30 Göktuğ Karpat , Jyrki Piilo , Sabrina Maniscalco

Quantifying irreversibility of a system using finite information constitutes a major challenge in stochastic thermodynamics. We introduce an observable that measures the time-reversal asymmetry between two states after a given time lag. Our…

Statistical Mechanics · Physics 2023-12-18 Shiling Liang , Simone Pigolotti

Much of uncertainty quantification to date has focused on determining the effect of variables modeled probabilistically, and with a known distribution, on some physical or engineering system. We develop methods to obtain information on the…

Numerical Analysis · Mathematics 2015-03-19 Kamaljit Chowdhary , Paul Dupuis

We present the amounts of information, fidelity, and reversibility obtained by arbitrary quantum measurements on completely unknown states. These quantities are expressed as functions of the singular values of a measurement operator…

Quantum Physics · Physics 2016-02-05 Hiroaki Terashima

Entropic uncertainty relations place nontrivial lower bounds to the sum of Shannon information entropies for noncommuting observables. Here we obtain a novel lower bound on the entropy sum for general pairs of observables in…

Quantum Physics · Physics 2009-11-13 Julio I. de Vicente , Jorge Sánchez-Ruiz

We design the controls of physical systems that are faced by uncertainties. The system dynamics are described by random hyperbolic balance laws. The control aims to steer the system to a desired state under uncertainties. We propose a…

Optimization and Control · Mathematics 2021-07-20 Stephan Gerster , Markus Bambach , Michael Herty , Muhammad Imran

Entropy is a measure of self-information which is used to quantify losses. Entropy was developed in thermodynamics, but is also used to compare probabilities based on their deviating information content. Corresponding model uncertainty is…

Probability · Mathematics 2018-01-23 Alois Pichler , Ruben Schlotter

Uncertainty and intrinsic measurement disturbance, two fundamental concepts in quantum measurement, have conventionally been viewed as distinct and studied separately. In this work, we establish a fundamental connection between them,…

Quantum Physics · Physics 2026-04-21 Liang-Liang Sun , Kishor Bharti , Xiang Zhou , Leong-Chuan Kwek , Jingyun Fan , Sixia Yu

Various notions of fluctuations exist depending on the way one chooses to measure them. We discuss two extreme cases (continuous measurement versus long inter-measurement times) and we see their relation with entropy production and with…

Statistical Mechanics · Physics 2009-11-05 C. Maes , K. Netocny

We address the problem of uncertainty quantification and propose measures of total, aleatoric, and epistemic uncertainty based on a known decomposition of (strictly) proper scoring rules, a specific type of loss function, into a divergence…

Machine Learning · Computer Science 2025-05-29 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

We formalize the concept of subtime -- a reversible mode of information interchange within entangled systems -- and show how classical time emerges as an asymptotic limit through decoherence. Building on the photon clock model, in which a…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-03-13 Paul L. Borrill
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