Related papers: Differential Entropy Rate Characterisations of Lon…
This paper considers the speed of convergence (mixing) of a finite Markov kernel $P$ with respect to the Kullback-Leibler divergence (entropy). Given a Markov kernel one defines either a discrete-time Markov chain (with the $n$-step…
Stochastic chains represent a wide and key variety of phenomena in many branches of science within the context of Information Theory and Thermodynamics. They are typically approached by a sequence of independent events or by a memoryless…
We study the increase in per-sample differential entropy rate of random sequences and processes after being passed through a non minimum-phase (NMP) discrete-time, linear time-invariant (LTI) filter G. For such filters and random processes,…
We study the exponential decay of relative entropy functionals for zero-range processes on the complete graph. For the standard model with rates increasing at infinity we prove entropy dissipation estimates, uniformly over the number of…
We derive an Ito stochastic differential equation for entropy production in nonequilibrium Langevin processes. Introducing a random-time transformation, entropy production obeys a one-dimensional drift-diffusion equation, independent of the…
Local detailed balance (LDB) is a central guiding principle for modeling nonequilibrium stochastic dynamics, yet it only constrains the ratio of forward and backward transition rates and does not fix the steady state. Although the…
We study large deviations for the current of one-dimensional stochastic particle systems with periodic boundary conditions. Following a recent approach based on an earlier result by Jensen and Varadhan, we compare several candidates for…
Extreme value (EV) statistics of correlated systems are widely investigated in many fields, spanning the spectrum from weather forecasting to earthquake prediction. Does the unavoidable discrete sampling of a continuous correlated…
Near equilibrium, thermodynamic intuition suggests that fast, irreversible processes will dissipate more energy and entropy than slow, quasistatic processes connecting the same initial and final states. Here, we test the hypothesis that…
In nonequilibrium systems with uncoupled currents, the thermodynamic affinity determines the direction of currents, quantifies dissipation, and constrains current fluctuations. However, these properties of the thermodynamic affinity do not…
We show that for weakly dependent random variables the relative entropy functional satisfies an approximate version of the standard tensorization property which holds in the independent case. As a corollary we obtain a family of…
Previous extensive studies on the dependence of the average transverse momentum, its slope as a function of the hadron mass and the average transverse expansion on the particle multiplicity per unit rapidity and unit transverse overlap area…
We investigate the decomposition of the total entropy production in continuous stochastic dynamics when there are odd-parity variables that change their signs under time reversal. The first component of the entropy production, which…
In various practical situations, we encounter data from stochastic processes which can be efficiently modelled by an appropriate parametric model for subsequent statistical analyses. Unfortunately, the most common estimation and inference…
We study the entropy production of a system with a finite number of states connected by random transition rates. The stationary entropy production, driven out of equilibrium both by asymmetric transition rates and by an external probability…
Even simply-defined, finite-state generators produce stochastic processes that require tracking an uncountable infinity of probabilistic features for optimal prediction. For processes generated by hidden Markov chains the consequences are…
The time variation of entropy, as an alternative to the variance, is proposed as a measure of the diffusion rate. It is shown that for linear and time-translationally invariant systems having a large-time limit for the density, at large…
In this paper, we study a class of self-exciting point processes. The intensity of the point process has a nonlinear dependence on the past history and time. When a new jump occurs, the intensity increases and we expect more jumps to come.…
We study the error introduced by entropy regularization in infinite-horizon discrete discounted Markov decision processes. We show that this error decreases exponentially in the inverse regularization strength, both in a weighted…
The entropy production rate is a central quantity in non-equilibrium statistical physics, scoring how far a stochastic process is from being time-reversible. In this paper, we compute the entropy production of diffusion processes at…