Related papers: Multiperiodic Processes: Ergodic Sources with a Su…
Entropy serves as a central observable in equilibrium thermodynamics. However, many biological and ecological systems operate far from thermal equilibrium. Here we show that entropy production can characterize the behavior of such…
The entropy production rate (EPR), a key measure of thermodynamic irreversibility in stochastic thermodynamics, is difficult to determine directly in experiments, motivating lower-bound-based estimation from observations. However, a…
The law of the iterated logarithm (LIL) for the time-homogeneous Markov process with a unique invariant measure characterizes the almost sure maximum possible fluctuation of time averages around the ergodic limit. Whether a numerical…
In this note we re-visit the fundamental question of the strong law of large numbers and central limit theorem for processes in continuous time with conditional stationary and independent increments. For convenience we refer to them as…
We consider a point process sequence induced by a stationary symmetric alpha-stable (0 < alpha < 2) discrete parameter random field. It is easy to prove, following the arguments in the one-dimensional case in Resnick and Samorodnitsky…
Hypergraphs are structures that can be decomposed or described; in other words they are recursively countable. Here, we get exact and asymptotic enumeration results on hypergraphs by means of exponential generating functions. The number of…
This paper studies theory and inference related to a class of time series models that incorporates nonlinear dynamics. It is assumed that the observations follow a one-parameter exponential family of distributions given an accompanying…
For a class of linear switched systems in continuous time a controllability condition implies that state feedbacks allow to achieve almost sure stabilization with arbitrary exponential decay rates. This is based on the Multiplicative…
A subshift with linear block complexity has at most countably many ergodic measures, and we continue of the study of the relation between such complexity and the invariant measures. By constructing minimal subshifts whose block complexity…
Subshifts of deterministic substitutions are ubiquitous objects in dynamical systems and aperiodic order (the mathematical theory of quasicrystals). Two of their most striking features are that they have low complexity (zero topological…
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…
We show an analysis of multi-dimensional time series via entropy and statistical linguistic techniques. We define three markers encoding the behavior of the series, after it has been translated into a multi-dimensional symbolic sequence.…
We characterise the nonequilibrium stationary state of a generic multivariate Ornstein-Uhlenbeck process involving $N$ degrees of freedom. The irreversibility of the process is encoded in the antisymmetric part of the Onsager matrix. The…
We study the emergence of symmetric oscillatory behavior in multi-agent systems where each agent incorporates a continuous memory of its past states and past rates of change, modeled by distributed retarded and neutral delays. The…
We give meaning to the first and second laws of thermodynamics in case of mesoscopic out-of-equilibrium systems which are driven by diffusion processes. The notion of the entropy production is analyzed. The role of the Helmholtz extremum…
We study a class of dynamical systems generated by random substitutions, which contains both intrinsically ergodic systems and instances with several measures of maximal entropy. In this class, we show that the measures of maximal entropy…
We establish a multivariate empirical process central limit theorem for stationary $\R^d$-valued stochastic processes $(X_i)_{i\geq 1}$ under very weak conditions concerning the dependence structure of the process. As an application we can…
We develop a Perron-Frobenius type theory for products of random quantum channels acting on finite-dimensional matrix algebras sampled from a stationary and ergodic stochastic process, which, in keeping with the literature, we call ergodic…
We study the Volterra Volterra Cox-Ingersoll-Ross process on $\mathbb{R}_+$ and its stationary version. Based on a fine asymptotic analysis of the corresponding Volterra Riccati equation combined with the affine transformation formula, we…
We study dynamical systems with the property that all the nontrivial factors have infinite topological entropy (or, positive mean dimension). We establish an ``if and only if'' condition for this property among a typical class of dynamical…