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The dynamics of time-reversible systems are statistically indistinguishable when observed forward or backward in time. A rich literature of statistical methods to distinguish irreversible dynamics from the reversible dynamics of linear,…

Data Analysis, Statistics and Probability · Physics 2026-04-20 Teresa Dalle Nogare , Ben D. Fulcher

The time reversal and irreversibility in conventional quantum mechanics are compared with those of the rigged Hilbert space quantum mechanics. We discuss the time evolution of Gamow and Gamow-Jordan vectors and show that the rigged Hilbert…

Quantum Physics · Physics 2011-04-15 A. Bohm , P. Kielanowski

We introduce a continuous time-reversal operation which connects the time-forward and time-reversed trajectories in the steady state of an irreversible Markovian dynamics via a continuous family of stochastic dynamics. This continuous…

Statistical Mechanics · Physics 2022-01-10 Andreas Dechant , Shin-ichi Sasa

We study time-changed Markov processes to speed up the convergence of Markov chain Monte Carlo (MCMC) algorithms. The time-changed process is defined by adjusting the speed of time of a base process via a user-chosen, state-dependent…

Computation · Statistics 2025-04-08 Andrea Bertazzi , Giorgos Vasdekis

We make the case for incorporating a notion of time into causal directed acyclic graphs (DAGs). We demonstrate that nontemporal causal DAGs are ambiguous and obstruct justification of the acyclicity assumption. Assuming that causes precede…

Methodology · Statistics 2026-04-22 Alexander G. Reisach , Alberto Suárez , Sebastian Weichwald , Antoine Chambaz

We propose a new approach concerning the introduction of time-irreversibility in statistical mechanics. It is based on a transition function defined in terms of path integral and verifying a time-irreversible equation. We show first how…

Statistical Mechanics · Physics 2015-03-02 J. P. Badiali

In this paper, we reveal a general relationship between model simplification and irreversibility based on the model of continuous-time Markov chains with time-scale separation. According to the topological structure of the fast process, we…

Statistical Mechanics · Physics 2016-06-08 Chen Jia

Causal inference uses observations to infer the causal structure of the data generating system. We study a class of functional models that we call Time Series Models with Independent Noise (TiMINo). These models require independent residual…

Machine Learning · Statistics 2016-08-18 Jonas Peters , Dominik Janzing , Bernhard Schölkopf

Time irreversibility, defined as the lack of invariance of the statistical properties of a system or time series under the operation of time reversal, has received an increasing attention during the last decades, thanks to the information…

Data Analysis, Statistics and Probability · Physics 2021-11-03 Massimiliano Zanin

We propose a new definition of metastability of Markov processes on countable state spaces. We obtain sufficient conditions for a sequence of processes to be metastable. In the reversible case these conditions are expressed in terms of the…

Probability · Mathematics 2015-05-14 Johel Beltrán , Claudio Landim

It has been a long time issue in statistical physics how to combine reversible microscopic equations with irreversible macroscopic behavior. Recently, Evans and Searles have suggested causality as the key concept for a solution to the…

Statistical Mechanics · Physics 2007-05-23 W. Pietsch

The quantum strategy (or quantum combs) framework is a useful tool for reasoning about interactions among entities that process and exchange quantum information over the course of multiple turns. We prove a time-reversal property for a…

Quantum Physics · Physics 2018-10-22 Yuan Su , John Watrous

Inferring causal interactions from observed data is a challenging problem, especially in the presence of measurement noise. To alleviate the problem of spurious causality, Haufe et al. (2013) proposed to contrast measures of information…

Statistics Theory · Mathematics 2016-05-04 Irene Winkler , Danny Panknin , Daniel Bartz , Klaus-Robert Müller , Stefan Haufe

The "backward simulation" of a stochastic process is defined as the stochastic dynamics that trace a time-reversed path from the target region to the initial configuration. If the probabilities calculated by the original simulation are…

Data Analysis, Statistics and Probability · Physics 2019-01-29 Shinichi Takayanagi , Yukito Iba

Why is it that a ticking clock typically becomes less accurate when subject to outside noise but rarely the reverse? Here, we formalize this phenomenon by introducing process causal asymmetry - a fundamental difference in the amount of past…

Quantum Physics · Physics 2023-09-26 Spiros Kechrimparis , Mile Gu , Hyukjoon Kwon

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…

Statistical Mechanics · Physics 2023-12-19 Jérémy O'Byrne , Yariv Kafri , Julien Tailleur , Frédéric van Wijland

We study the temporal robustness of stochastic signals. This topic is of particular interest in interleaving processes such as multi-agent systems where communication and individual agents induce timing uncertainty. For a deterministic…

Systems and Control · Electrical Eng. & Systems 2022-03-15 Lars Lindemann , Alena Rodionova , George J. Pappas

Motivated by recent progresses in nonequilibrium Fluctuation Relations, we present a generalized time reversal for stochastic master equation systems with discrete states that is defined as a splitting of the rate matrix into irreversible…

Statistical Mechanics · Physics 2011-10-28 Fei Liu , Hong Lei

Granger causality is a fundamental technique for causal inference in time series data, commonly used in the social and biological sciences. Typical operationalizations of Granger causality make a strong assumption that every time point of…

Machine Learning · Computer Science 2020-11-23 Chainarong Amornbunchornvej , Elena Zheleva , Tanya Y. Berger-Wolf

We rigorously show that the probability to have a specific trajectory of an externally perturbed classical open system satisfies a universal symmetry for Liouvillian reversible dynamics. It connects the ratio between the probabilities of…

Statistical Mechanics · Physics 2012-02-28 Takaaki Monnai