Related papers: The arrow of time across five centuries of classic…
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…
Time irreversibility, defined as the lack of invariance of the statistical properties of a system or time series under the operation of time reversal, has received an increasing attention during the last decades, thanks to the information…
Time irreversibility is a common signature of nonlinear processes, and a fundamental property of non-equilibrium systems driven by non-conservative forces. A time series is said to be reversible if its statistical properties are invariant…
Temporal irreversibility, often referred to as the arrow of time, is a fundamental concept in statistical mechanics. Markers of irreversibility also provide a powerful characterisation of information processing in biological systems.…
The dynamics of time-reversible systems are statistically indistinguishable when observed forward or backward in time. A rich literature of statistical methods to distinguish irreversible dynamics from the reversible dynamics of linear,…
Irreversibility is one of the most intriguing concepts in physics. While microscopic physical laws are perfectly reversible, macroscopic average behavior has a preferred direction of time. According to the second law of thermodynamics, this…
Active matter encompasses systems whose individual consituents dissipate energy to exert propelling forces on their environment. This rapidly developing field harbors a dynamical phenomenology with no counterpart in passive systems. The…
Many empirical time series are genuinely symbolic: examples range from link activation patterns in network science, DNA coding or firing patterns in neuroscience to cryptography or combinatorics on words. In some other contexts, the…
We show that, when music pieces are cast in the form of time series of pitch variations, the concepts and tools of dynamical systems theory can be applied to the analysis of {\it temporal dynamics} in music. (i) Phase space portraits are…
The absence of time-reversal symmetry is a fundamental property of many nonlinear time series. Here, we propose a new set of statistical tests for time series irreversibility based on standard and horizontal visibility graphs. Specifically,…
The arrow of time can be quantified through the Kullback-Leibler divergence ($D_{KL}$) between the distributions of forward and reverse trajectories in a system. Many approaches to estimate this rely on specific models, but the use of…
We investigate the statistical arrow of time for a quantum system being monitored by a sequence of measurements. For a continuous qubit measurement example, we demonstrate that time-reversed evolution is always physically possible, provided…
Within the general formalism of quantum theory irreversibility and the arrow of time in the evolution of various physical systems are studied. Irreversible behavior often manifests itself in the guise of entropy production. This motivates…
The fundamental time-reversal invariance of dynamical systems can be broken in various ways. One way is based on the presence of resonances and their interactions giving rise to unstable dynamical systems, leading to well-defined time…
Usually, it is supposed that irreversibility of time appears only in macrophysics. Here, we attempt to introduce the microphysical arrow of time assuming that at a fundamental level nature could be non-associative. Obtaining numerical…
We propose a method to measure real-valued time series irreversibility which combines two differ- ent tools: the horizontal visibility algorithm and the Kullback-Leibler divergence. This method maps a time series to a directed network…
Living systems are fundamentally irreversible, breaking detailed balance and establishing an arrow of time. But how does the evident arrow of time for a whole system arise from the interactions among its multiple elements? We show that the…
Irreversibility is commonly quantified by entropy production. An external observer can estimate it through measuring an observable that is antisymmetric under time-reversal like a current. We introduce a general framework that, inter alia,…
The relation between time series irreversibility and entropy production has been recently investigated in thermodynamic systems operating away from equilibrium. In this work we explore this concept in the context of financial time series.…
The spread of the time arrows from the environment to an observed subsystem is followed within a harmonic model. A similarity is pointed out between irreversibility and a phase with spontaneously broken symmetry. The causal structure of…