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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 expressions for entropy production, free energy, and entropy extraction rates are derived for a Brownian particle that walks in an underdamped medium. Our analysis indicates that as long as the system is driven out of equilibrium, it…

Statistical Mechanics · Physics 2021-02-18 Mesfin Asfaw Taye

Fluctuations in parameters that are typically treated as fixed play a crucial role in the behavior of complex systems. However, to date, we lack a general non-equilibrium thermodynamic treatment of such a complex system. In this Letter, to…

Statistical Mechanics · Physics 2026-03-31 Tuan Pham , Deepak Gupta

Entropy is one of the key thermodynamic variables reflecting changes in the state of matter. Unlike other thermodynamic variables, it is well-defined also for nonequilibrium steady states through its relation to information. Applying this…

Statistical Mechanics · Physics 2026-04-15 Haim Diamant , Gil Ariel

The thermodynamic definition of entropy can be extended to nonequilibrium systems based on its relation to information. To apply this definition in practice requires access to the physical system's microstates, which may be prohibitively…

Statistical Mechanics · Physics 2020-08-21 Gil Ariel , Haim Diamant

We study the entropy production rate in systems described by linear Langevin equations, containing mixed even and odd variables under time reversal. Exact formulas are derived for several important quantities in terms only of the means and…

Statistical Mechanics · Physics 2015-07-02 Gabriel T. Landi , Tânia Tomé , Mario J. de Oliveira

Entropy production plays a fundamental role in the study of non-equilibrium systems by offering a quantitative handle on the degree of time-reversal symmetry breaking. It depends crucially on the degree of freedom considered as well as on…

Statistical Mechanics · Physics 2022-05-04 Luca Cocconi , Guillaume Salbreux , Gunnar Pruessner

Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer $k$-th order Markov chains, for arbitrary $k$, from finite data by applying Bayesian methods to both…

Statistics Theory · Mathematics 2009-11-13 Christopher C. Strelioff , James P. Crutchfield , Alfred W. Hubler

Analyzing and controlling system entropy is a powerful tool for regulating predictability of control systems. Applications benefiting from such approaches range from reinforcement learning and data security to human-robot collaboration. In…

Systems and Control · Electrical Eng. & Systems 2026-03-06 Menno van Zutphen , Giannis Delimpaltadakis , Duarte J. Antunes

Entropy estimation is a fundamental problem in information theory that has applications in various fields, including physics, biology, and computer science. Estimating the entropy of discrete sequences can be challenging due to limited data…

Statistical Mechanics · Physics 2024-01-18 Juan De Gregorio , David Sanchez , Raul Toral

We show how to extract from a sufficiently long time series of stationary fluctuations of chemical reactions an estimate of the entropy production. This method, which is based on recent work on fluctuation theorems, is direct, non-invasive,…

Statistical Mechanics · Physics 2014-12-09 S. Muy , A. Kundu , D. Lacoste

In this Letter we show that the time reversal asymmetry of a stationary time series provides information about the entropy production of the physical mechanism generating the series, even if one ignores any detail of that mechanism. We…

Statistical Mechanics · Physics 2015-05-18 Edgar Roldan , Juan M. R. Parrondo

Inferring models, predicting the future, and estimating the entropy rate of discrete-time, discrete-event processes is well-worn ground. However, a much broader class of discrete-event processes operates in continuous-time. Here, we provide…

Statistical Mechanics · Physics 2020-05-11 S. E. Marzen , J. P. Crutchfield

In the previous papers (Kui\'{c} et al. in Found Phys 42:319-339, 2012; Kui\'{c} in arXiv:1506.02622, 2015), it was demonstrated that applying the principle of maximum information entropy by maximizing the conditional information entropy,…

Statistical Mechanics · Physics 2016-06-14 Domagoj Kuic

Entropy production quantifies the breaking of time-reversal symmetry in non-equilibrium systems. Here, we develop a direct method to obtain closed, tractable expressions for entropy production in a broad class of dynamical density…

Statistical Mechanics · Physics 2026-02-03 Antonin Brossollet , Giulio Biroli

The act of measuring a system has profound consequences of dynamical and thermodynamic nature. In particular, the degree of irreversibility ensuing from a non-equilibrium process is strongly affected by measurements aimed at acquiring…

Quantum Physics · Physics 2022-03-14 Alessio Belenchia , Mauro Paternostro , Gabriel T. Landi

This paper shows an estimation of a lower bound on the total entropy production rate(EPR) for a system following Langevin dynamics with a single observed variable coarse-grained into a few discrete states, by invoking the underlying broken…

Statistical Mechanics · Physics 2022-09-07 Aishani Ghosal , Gili Bisker

Methods are presented to evaluate the entropy production rate in stochastic reactive systems. These methods are shown to be consistent with known results from nonequilibrium chemical thermodynamics. Moreover, it is proved that the time…

Chaotic Dynamics · Physics 2025-12-17 Pierre Gaspard

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…

Statistical Mechanics · Physics 2015-03-17 Benjamin Andrae , Jonas Cremer , Tobias Reichenbach , Erwin Frey

Fluctuating entropy production is studied for a set of linearly coupled complex fields. The general result is applied to non-equilibrium fluctuating hydrodynamic equations for coarse-grained fields (density, temperature and velocity), in…

Statistical Mechanics · Physics 2012-07-09 Giacomo Gradenigo , Andrea Puglisi , Alessandro Sarracino
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