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The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant "additivity" properties: (i) existence of a…

Data Analysis, Statistics and Probability · Physics 2013-11-12 A. N. Gorban , P. A. Gorban , G. Judge

Measuring entropy production of a system directly from the experimental data is highly desirable since it gives a quantifiable measure of the time-irreversibility for non-equilibrium systems and can be used as a cost function to optimize…

Statistical Mechanics · Physics 2024-07-16 Prashant Singh , Karel Proesmans

We construct inhomogenous Markov measures for which the shift is of Kreiger type ${\rm III}_{1}$. These measures are fully supported on a toplogical markov shift space of the hyperbolic toral automorphism…

Dynamical Systems · Mathematics 2016-02-29 Zemer Kosloff

We propose the entropy of random Markov trajectories originating and terminating at a state as a measure of the stability of a state of a Markov process. These entropies can be computed in terms of the entropy rates and stationary…

Dynamical Systems · Mathematics 2020-02-11 Marc Harper , Dashiell Fryer

The aim of this paper is to show how extracting dynamical behavior and ergodic properties from deterministic chaos with the assistance of exact invariant measures. On the one hand, we provide an approach to deal with the inverse problem of…

Chaotic Dynamics · Physics 2015-06-24 Roberto Venegeroles

We consider dynamical systems on a finite measure space fulfilling a spectral gap property and Birkhoff sums of a non-negative, non-integrable observable. For such systems we generalize strong laws of large numbers for intermediately…

Dynamical Systems · Mathematics 2019-09-04 Marc Kesseböhmer , Tanja Schindler

This paper gathers together different conditions which are all equivalent to geometric ergodicity of time-homogeneous Markov chains on general state spaces. A total of 34 different conditions are presented (27 for general chains plus 7 just…

Probability · Mathematics 2023-07-06 M. A. Gallegos-Herrada , D. Ledvinka , J. S. Rosenthal

For continuous-time Markov jump processes on irreducible networks with time-independent rate constants, we employ a transition-based formalism to express the long-time precision of a single integrated current over an observable channel in…

Statistical Mechanics · Physics 2026-05-25 Alberto Garilli , Diego Frezzato

Relative entropy serves as a fundamental measure of state distinguishability in both quantum information theory and relativistic quantum field theory. Despite its conceptual importance, however, explicit computations of relative entropy…

Quantum Physics · Physics 2025-12-01 Daniela Cadamuro , Markus B. Fröb , Dimitrios Katsinis , Jan Mandrysch

A classical fact in ergodic theory is that ergodicity is equivalent to almost everywhere divergence of ergodic sums of all nonnegative integrable functions which are not identically zero. We show two methods, one in the measure preserving…

Dynamical Systems · Mathematics 2018-02-23 Zemer Kosloff

Let $Y$ be an Ornstein-Uhlenbeck diffusion governed by an ergodic finite state Markov process $X$: $dY_t=-\lambda(X_t)Y_tdt+\sigma(X_t)dB_t$, $Y_0$ given. Under ergodicity condition, we get quantitative estimates for the long time behavior…

Probability · Mathematics 2009-12-17 Jean-Baptiste Bardet , Hélène Guerin , Florent Malrieu

While a positive operator valued measure gives the probabilities in a quantum measurement, an instrument gives both the probabilities and the a posteriori states. By interpreting the instrument as a quantum channel and by using the…

Quantum Physics · Physics 2007-05-23 Alberto Barchielli , Giancarlo Lupieri

We show that the (Gurevich) topological entropy for the countable Markov shift associated with an infinite transition matrix $A$ coincides with the non-commutative topological entropy for the Exel--Laca algebra associated with $A$, under…

Operator Algebras · Mathematics 2023-01-02 Yuta Michimoto , Yushi Nakano , Hisayoshi Toyokawa , Keisuke Yoshida

In this article, we pay attention to transitive dynamical systems having the shadowing property and the entropy functions are upper semicontinuous. As for these dynamical systems, when we consider ergodic optimization restricted on the…

Dynamical Systems · Mathematics 2021-12-24 Wanshan Lin , Xueting Tian

In this article, we continue the structural study of factor maps betweeen symbolic dynamical systems and the relative thermodynamic formalism. Here, one is studying a factor map from a shift of finite type $X$ (equipped with a potential…

Dynamical Systems · Mathematics 2022-03-09 John Antonioli , Soonjo Hong , Anthony Quas

Since the 1970s there has been a rich theory of equilibrium states over shift spaces associated to H\"older-continuous real-valued potentials. The construction of equilibrium states associated to matrix-valued potentials is much more…

Dynamical Systems · Mathematics 2016-12-07 Ian D. Morris

Let W be the number of points in (0,t] of a stationary finite-state Markov renewal point process. We derive a bound for the total variation distance between the distribution of W and a compound Poisson distribution. For any nonnegative…

Probability · Mathematics 2007-05-23 Torkel Erhardsson

In this paper, we study the strong positive recurrence property for a large class of potentials of $C^{\infty}$ surface diffeomorphisms with positive entropy. We establish several statistical properties of the corresponding equilibrium…

Dynamical Systems · Mathematics 2026-02-05 Chiyi Luo , Dawei Yang

We consider continuous-time Markov chain on a finite state space X. We assume X can be clustered into several subsets such that the intra-transition rates within these subsets are of order $\mathcal{O}(\frac{1}{\epsilon})$ comparing to the…

Probability · Mathematics 2016-01-28 Wei Zhang

We derive an optimal bound on the sum of entropic uncertainties of two or more observables when they are sequentially measured on the same ensemble of systems. This optimal bound is shown to be greater than or equal to the bounds derived in…

Quantum Physics · Physics 2009-11-07 M. D. Srinivas
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