Related papers: Time irreversibility and amplitude irreversibility…
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…
We introduce a novel entropy-related function, \textit{non-repeatability}, designed to capture dynamical behaviors in complex systems. Its normalized form, \textit{mutability}, has been previously applied in statistical physics as a…
The nonparametric volatility estimation problem of a scalar diffusion process observed at equidistant time points is addressed. Using the spectral representation of the volatility in terms of the invariant density and an eigenpair of the…
Fluctuations in a vast range of physical systems can be described as a superposition of uncorrelated pulses with a fixed shape, a process commonly referred to as a (generalized) shot noise or a filtered Poisson process. In this…
Quantum instruments describe outcome probability as well as state change induced by measurement of a quantum system. Incompatibility of two instruments, i. e. the impossibility to realize them simultaneously on a given quantum system,…
The experimental proofs of strong time invariance violation in optics are discussed. Time noninvariance is the only real physical base for explanation the origin of the most phenomena in nonlinear optics. The experimental study of forward…
Quantum measurement and quantum operation theory is developed here by taking the relational properties among quantum systems, instead of the independent properties of a quantum system, as the most fundamental elements. By studying how the…
If a quantum experiment includes random processes, then the results of repeated measurements can appear consistent with irreversible decoherence even if the system's evolution prior to measurement was reversible and unitary. Two thought…
The paper presents a construction of a quantitative measure of variability for parameter estimates in the data fitting problem under interval uncertainty. It shows the degree of variability and ambiguity of the estimate, and the need for…
Markov chain Monte Carlo methods are central in computational statistics, and typically rely on detailed balance to ensure invariance with respect to a target distribution. Although straightforward to construct by Metropolization, this can…
Rules for the transformation of time parameters in relativistic Langevin equations are derived and discussed. In particular, it is shown that, if a coordinate-time parameterized process approaches the relativistic Juttner-Maxwell…
Possible theoretical frameworks for measurement of (arrival) time in the nonrelativistic quantum mechanics are reviewed. It is argued that the ambiguity between indirect measurements by a suitably introduced time operator and direct…
Current research in statistical mechanics mostly concerns the investigation of out-of-equilibrium, irreversible processes, which are ubiquitous in nature and still far from being theoretically understood. Even the precise characterization…
Entropy measures have become increasingly popular as an evaluation metric for complexity in the analysis of time series data, especially in physiology and medicine. Entropy measures the rate of information gain, or degree of regularity in a…
The measurability by means of continuous measurements, of an observable $\A(t_0)$, at an instant, and of a time averaged observable, $\bar \A=1/T\int \A(t')dt'$, is examined for linear and in particular for non-linear quantum mechanical…
Quantum measurement is a physical process. A system and an apparatus interact for a certain time period (measurement time), and during this interaction, information about an observable is transferred from the system to the apparatus. In…
Time-reversal symmetry breaking and entropy production are universal features of nonequilibrium phenomena. Despite its importance in the physics of active and living systems, the entropy production of systems with many degrees of freedom…
It can be argued that the ordinary description of the reversible quantum process between two one-to-one correlated measurement outcomes is incomplete because, by not specifying the direction of causality, it allows causal structures that…
Symmetries have a crucial role in today's physics. In this thesis, we are mostly concerned with time reversal invariance (T-symmetry). A physical system is time reversal invariant if its underlying laws are not sensitive to the direction of…
In this work we introduce the lag irreversibility function as a method to assess time-irreversibility in discrete time series. It quantifies the degree of time-asymmetry for the joint probability function of the state variable under study…