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For discrete-time stochastic processes, there is a close connection between return/waiting times and entropy. Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one…

Probability · Mathematics 2007-05-23 Jean-Rene Chazottes , Cristian Giardina , Frank Redig

The fluctuation theorem for entropy production is a remarkable symmetry of the distribution of produced entropy that holds universally in non-equilibrium steady states with Markovian dynamics. However, in systems with slow degrees of…

Statistical Mechanics · Physics 2018-02-21 Matthias Uhl , Patrick Pietzonka , Udo Seifert

Biological and engineered systems operate by coupling function to the transfer of heat and/or particles down a thermal or chemical gradient. In idealized \textit{deterministically} driven systems, thermodynamic control can be exerted…

Statistical Mechanics · Physics 2016-01-06 Benjamin B. Machta

Interpreting partial information collected from systems subject to noise is a key problem across scientific disciplines. Theoretical frameworks often focus on the dynamics of variables that result from coarse-graining the internal states of…

Statistical Mechanics · Physics 2022-08-18 Pedro E. Harunari , Annwesha Dutta , Matteo Polettini , Édgar Roldán

An information theoretic measure is derived that quantifies the statistical coherence between systems evolving in time. The standard time delayed mutual information fails to distinguish information that is actually exchanged from shared…

Chaotic Dynamics · Physics 2009-10-31 Thomas Schreiber

Entropy production (EP) is known as a fundamental quantity for measuring the irreversibility of processes in thermal equilibrium and states far from equilibrium. In stochastic thermodynamics, the EP becomes more visible in terms of the…

Statistical Mechanics · Physics 2020-06-24 Jaewoo Jung , Jaegon Um , Deokjae Lee , Yong W. Kim , D. Y. Lee , H. K. Pak , B. Kahng

The out-of-equilibrium character of active systems is often twofold, arising from both the activity itself and from non-reciprocal couplings between constituents. A well-established measure to quantify the system's distance from equilibrium…

Statistical Mechanics · Physics 2026-02-13 Kim L. Kreienkamp , Sabine H. L. Klapp

Thermodynamic uncertainty relations (TURs) are the inequalities which give lower bounds on the entropy production rate using only the mean and the variance of fluctuating currents. Since the TURs do not refer to the full details of the…

Statistical Mechanics · Physics 2020-06-25 Shun Otsubo , Sosuke Ito , Andreas Dechant , Takahiro Sagawa

In all but special circumstances, measurements of time-dependent processes reflect internal structures and correlations only indirectly. Building predictive models of such hidden information sources requires discovering, in some way, the…

Probability · Mathematics 2009-11-10 Nihat Ay , James P. Crutchfield

Two qualitatively different ways of driving a physical system out of equilibrium, time-dependent and non-conservative forcing, are reflected by the decomposition of the system's entropy production into excess and housekeeping parts. We show…

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

Irreversible behaviour is traditionally associated with open stochastic dynamical systems, but an asymmetry in the probabilistic specification of a closed deterministic system can similarly lead to a disparity between the likelihoods of a…

Quantum Physics · Physics 2018-09-03 Claudia L. Clarke , Ian J. Ford

Several implications of well-known fluctuation theorems, on the statistical properties of the entropy production, are studied using various approaches. We begin by deriving a tight lower bound on the variance of the entropy production for a…

Statistical Mechanics · Physics 2015-05-20 Neri Merhav , Yariv Kafri

The entropy density is an intuitive and powerful concept to study the complicated nonlinear processes derived from physical systems. We develop the minimum entropy density method (MEDM) to detect the structure scale of a given time series,…

Data Analysis, Statistics and Probability · Physics 2008-12-02 Jeong Won Lee , Joongwoo Brian Park , Hang-Hyun Jo , Jae-Suk Yang , Hie-Tae Moon

We consider Hamiltonian quantum systems with energy bandwidth \Delta E and show that each measurement that determines the time up to an error \Delta t generates at least the entropy (\hbar/(\Delta t \Delta E))^2/2. Our result describes…

Quantum Physics · Physics 2007-05-23 Dominik Janzing , Thomas Beth

We show that under local detailed balance the expected entropy production rate is always bounded in terms of the dynamical activity. The activity refers to the time-symmetric contribution in the action functional for path-space…

Statistical Mechanics · Physics 2017-10-25 Christian Maes

We investigate the problem of minimizing the entropy production for a physical process that can be described in terms of a Markov jump dynamics. We show that, without any further constraints, a given time-evolution may be realized at…

Statistical Mechanics · Physics 2022-02-16 Andreas Dechant

The inference of thermodynamic quantities from the description of an only partially accessible physical system is a central challenge in stochastic thermodynamics. A common approach is coarse-graining, which maps the dynamics of such a…

Statistical Mechanics · Physics 2022-08-19 Jann van der Meer , Benjamin Ertel , Udo Seifert

The aim of this paper is to shed light on the analysis of non-stationary time series by means of the method of diffusion entropy. For this purpose, we first study the case when infinitely many time series, as different realizations of the…

Statistical Mechanics · Physics 2007-05-23 M. Virgilio , P. Grigolini

In this article a classification of some proposed macroscopic entropy production (MEP) principles is given. With the help of simple electrical network models, at least six interesting and most used principles are distinguished: the least…

Statistical Mechanics · Physics 2007-05-23 Stijn Bruers

Entropy production is arguably the most universally applicable measure of non-equilibrium behavior, particularly for systems coupled to a heat bath. This setting encompasses driven soft matter as well as biomolecular, biochemical, and…

Statistical Mechanics · Physics 2025-12-09 Udo Seifert
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