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Thermodynamic Uncertainty Relations express a trade-off between precision, defined as the noise-to-signal ratio of a generic current, and the amount of associated entropy production. These results have deep consequences for autonomous heat…

Stability and efficiency are mutually exclusive in a thermodynamic process, e.g. in a thermal machine. Any effort to reduce the fluctuations of a certain output quantity is necessarily accompanied by an increase of entropy production,…

Mesoscale and Nanoscale Physics · Physics 2026-05-14 Franco Mayo , Nahual Sobrino , Rosario Fazio , Fabio Taddei , Michele Governale

A central task in stochastic thermodynamics is the estimation of entropy production for partially accessible Markov networks. We establish an effective transition-based description for such networks with transitions that are not…

Statistical Mechanics · Physics 2024-05-20 Benjamin Ertel , Udo Seifert

The problem of estimating entropy production from incomplete information in stochastic thermodynamics is essential for theory and experiments. Whereas a considerable amount of work has been done on this topic, arguably, most of it is…

Statistical Mechanics · Physics 2024-12-17 Pedro E. Harunari , Carlos E. Fiore , Andre C. Barato

The non-Markovianity of the stochastic process called the quantum semi-Markov (QSM) process is studied using a recently proposed quantification of memory based on the deviation from semigroup evolution, that provides a unified description…

Quantum Physics · Physics 2022-02-07 Shrikant Utagi , Subhashish Banerjee , R. Srikanth

The second law of thermodynamics states that entropy production cannot be negative. Recent developments concerning uncertainty relations in stochastic thermodynamics, such as thermodynamic uncertainty relations and speed limits, have…

Statistical Mechanics · Physics 2023-10-09 Tomohiro Nishiyama , Yoshihiko Hasegawa

We consider a Brownian particle in harmonic confinement of stiffness $k$, in one dimension in the underdamped regime. The whole setup is immersed in a heat bath at temperature $T$. The center of harmonic trap is dragged under any arbitrary…

Statistical Mechanics · Physics 2020-03-18 Deepak Gupta , Amos Maritan

Understanding current fluctuations is of fundamental importance and paves the way for the development of practical applications. According to the thermodynamic and kinetic uncertainty relations, the precision of currents can be constrained…

Statistical Mechanics · Physics 2022-10-06 Van Tuan Vo , Tan Van Vu , Yoshihiko Hasegawa

A nonhomogeneous hidden semi-Markov model is proposed to segment toroidal time series according to a finite number of latent regimes and, simultaneously, estimate the influence of time-varying covariates on the process' survival under each…

Applications · Statistics 2023-12-25 Francesco Lagona , Marco Mingione

An extension of the conditional expectations (those under a given subalgebra of events and not the simple ones under a single event) from the classical to the quantum case is presented. In the classical case, the conditional expectations…

Mathematical Physics · Physics 2010-01-22 Gerd Niestegge

We study the large time fluctuations of entropy production in Markov processes. In particular, we consider the effect of a coarse-graining procedure which decimates {\em fast states} with respect to a given time threshold. Our results…

Statistical Mechanics · Physics 2010-05-21 A. Puglisi , S. Pigolotti , L. Rondoni , A. Vulpiani

The entropy production rate associated with broken time-reversal symmetry provides an essential characterization of nanosystems out of equilibrium, from driven colloidal particles to molecular motors. Limited access to the dynamical states…

Statistical Mechanics · Physics 2020-11-25 Gianluca Teza , Attilio L. Stella

For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to be equivalent: (i) The process satisfies (a slightly weaker…

Probability · Mathematics 2016-04-27 Ioannis Kontoyiannis , Sean P. Meyn

This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…

Optimization and Control · Mathematics 2022-08-30 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

Two widely used model-free lower bounds on the steady-state entropy production rate of a continuous-time Markov jump process are the thermodynamic uncertainty relation (TUR) bound $\sigma_\text{TUR}$, derived from the mean and variance of a…

Statistical Mechanics · Physics 2026-01-08 Jie Gu

A system can be driven out of equilibrium by both time-dependent and nonconservative forces, which gives rise to a decomposition of the dissipation into two non-negative components, called the excess and housekeeping entropy productions. We…

Statistical Mechanics · Physics 2023-05-31 Takuya Kamijima , Sosuke Ito , Andreas Dechant , Takahiro Sagawa

The nonlinear Markov processes are the measure-valued dynamical systems which preserve positivity. They can be represented as the law of large numbers limits of general Markov models of interacting particles. In physics, the kinetic…

Chemical Physics · Physics 2015-09-28 A. N. Gorban , V. N. Kolokoltsov

We prove the Jarzynski relation for general stochastic processes including non-Markovian systems with memory. The only requirement for our proof is the existence of a stationary state, therefore excluding non-ergodic systems. We then show…

Statistical Mechanics · Physics 2007-09-27 Thomas Speck , Udo Seifert

Systems with interacting degrees of freedom play a prominent role in stochastic thermodynamics. Our aim is to use the concept of detached path probabilities and detached entropy production for bipartite Markov processes and elaborate on a…

Statistical Mechanics · Physics 2017-10-17 Jannik Ehrich , Andreas Engel

Extensions of Kemeny's constant, as derived for irreducible finite Markov chains in discrete time, to Markov renewal processes and Markov chains in continuous time are discussed. Three alternative Kemeny's functions and their variants are…

Probability · Mathematics 2018-09-17 Jeffrey J Hunter