Related papers: Time irreversibility and amplitude irreversibility…
In this article, we analyze three classes of time-reversal of a Markov process with Gaussian noise on a manifold. We first unveil a commutativity constraint for the most general of these time-reversals to be well defined. Then we give a…
The existence of incompatible measurements, epitomized by Heisenberg's uncertainty principle, is one of the distinctive features of quantum theory. So far, quantum incompatibility has been studied for measurements that test the preparation…
It is proposed a possible new approach of quantum measurements (QMS), disconnected of the traditional interpretation of uncertainty relations and independent of any appeal to the strange idea of collapse (reduction) of wave functions. The…
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…
Measurements in classical and quantum physics are described in fundamentally different ways. Nevertheless, one can formally define similar measurement procedures with respect to the disturbance they cause. Obviously, strong measurements,…
We study the role of time-reversal symmetry on the dynamical response of nonlinear optical systems that behave as unidirectional ("one-way") devices. It is shown that lossless nonlinear materials, despite being nonreciprocal, are typically…
The study considers advantages of the introduced measure of time based on the entropy change under irreversible processes (entropy production). Using the example of non-equilibrium expansion of an ideal gas in vacuum, such a measure is…
An analogy is drawn between version of non-equilibrium thermodynamics a distribution-based containing an additional thermodynamic first-passage time parameter, nonequilibrium statistical operator method and extended irreversible…
Recently, authors have studied weighted version of Kerridge inaccuracy measure for truncated distributions. In the present communication we introduce the notion of weighted interval inaccuracy measure for two-sided truncated random…
This paper studies permutation tests for regression parameters in a time series setting, where the time series is assumed stationary but may exhibit an arbitrary (but weak) dependence structure. In such a setting, it is perhaps surprising…
Several application domains require formal but flexible approaches to the comparison problem. Different process models that cannot be related by behavioral equivalences should be compared via a quantitative notion of similarity, which is…
We develop new econometric methods for the comparison of nonparametric time trends. In many applications, practitioners are interested in whether the observed time series all have the same time trend. Moreover, they would often like to know…
The original and amplitude permutations are two basic ordinal patterns; however, their relationship has received little attention. This paper compares the original and amplitude permutations used to characterize vector structures. To…
Entropy metrics (for example, permutation entropy) are nonlinear measures of irregularity in time series (one-dimensional data). Some of these entropy metrics can be generalised to data on periodic structures such as a grid or lattice…
The paper concerns primal and dual representations as well as time consistency of set-valued dynamic risk measures. Set-valued risk measures appear naturally when markets with transaction costs are considered and capital requirements can be…
Irreversibility in quantum measurements is considered from the point of quantum information theory. For that purpose the information transfer between the measured object S and measuring system O is analyzed. It's found that due to the…
Incompatible measurements, i.e., measurements that cannot be simultaneously performed, are necessary to observe nonlocal correlations. It is natural to ask, e.g., how incompatible the measurements have to be to achieve a certain violation…
Time series similarity measures are highly relevant in a wide range of emerging applications including training machine learning models, classification, and predictive modeling. Standard similarity measures for time series most often…
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…
Understanding under what conditions it is possible to construct equivalent ensembles is key to advancing our ability to connect microscopic and macroscopic properties of non-equilibrium statistical mechanics. In the case of fluid dynamical…