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We investigate the convergence in distribution of sequential empirical processes of dependent data indexed by a class of functions F. Our technique is suitable for processes that satisfy a multiple mixing condition on a space of functions…

Probability · Mathematics 2014-09-26 Herold Dehling , Olivier Durieu , Marco Tusche

The paper studies an improved estimate for the rate of convergence for nonlinear homogeneous discrete-time Markov chains. These processes are nonlinear in terms of the distribution law. Hence, the transition kernels are dependent on the…

Probability · Mathematics 2021-05-21 Aleksandr Shchegolev

A continuous-time Markov process $X$ can be conditioned to be in a given state at a fixed time $T > 0$ using Doob's $h$-transform. This transform requires the typically intractable transition density of $X$. The effect of the $h$-transform…

Probability · Mathematics 2024-09-16 Marc Corstanje , Frank van der Meulen , Moritz Schauer

For a network of discrete states with a periodically driven Markovian dynamics, we develop an inference scheme for an external observer who has access to some transitions. Based on waiting-time distributions between these transitions, the…

Statistical Mechanics · Physics 2024-09-12 Alexander M. Maier , Julius Degünther , Jann van der Meer , Udo Seifert

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

The optimization of the conversion of thermal energy into work and the minimization of dissipation for nano- and mesoscopic systems is a complex challenge because of the important role fluctuations play on the dynamics of small systems. We…

Quantum Physics · Physics 2025-09-24 Alberto Rolandi

Considering the standard abelian sandpile model in one dimension, we construct an infinite volume Markov process corresponding to its thermodynamic (infinite volume) limit. The main difficulty we overcome is the strong non-locality of the…

Probability · Mathematics 2007-05-23 C. Maes , F. Redig , E. Saada , A. Van Moffaert

We investigate the fundamental relation between entropy production rate and the speed of energy exchange between a system and baths in classical Markov processes. We establish the fact that quick energy exchange inevitably induces large…

Statistical Mechanics · Physics 2019-06-14 Naoto Shiraishi , Keiji Saito

Energy flow in bio-molecular motors and machines are vital to their function. Yet experimental observations are often limited to a small subset of variables that participate in energy transport and dissipation. Here we show, through a…

Statistical Mechanics · Physics 2016-08-17 Shou-Wen Wang , Kyogo Kawaguchi , Shin-ichi Sasa , Lei-Han Tang

We study the thermodynamics of open systems weakly driven out-of-equilibrium by nonconservative and time-dependent forces using the linear regime of stochastic thermodynamics. We make use of conservation laws to identify the potential and…

Statistical Mechanics · Physics 2022-10-13 Danilo Forastiere , Riccardo Rao , Massimiliano Esposito

It is known that state-dependent, multi-step Lyapunov bounds lead to greatly simplified verification theorems for stability for large classes of Markov chain models. This is one component of the "fluid model" approach to stability of…

Optimization and Control · Mathematics 2012-05-18 Serdar Yüksel , Sean P. Meyn

We analyze underdamped Brownian motion in non-isothermal media with quadratic, linear, and piecewise-constant temperature profiles. Exact identities for entropy production and entropy extraction are derived, addressing whether a vanishing…

Statistical Mechanics · Physics 2025-09-10 Mesfin Taye

Adiabatic (or reversible) processes are the key concept unifying our understanding of thermodynamics and dynamical systems. Reversibility in the thermodynamic sense is understood as entropy-preserving processes, such as in the idealized…

Quantum Physics · Physics 2026-02-27 Rohan Banerjee , Shahyad Khamnei , Anatoli Polkovnikov , Stewart Morawetz

Scaled type Markov renewal processes generalize classical renewal processes: renewal times come from a one parameter family of probability laws and the sequence of the parameters is the trajectory of an ergodic Markov chain. Our primary…

Probability · Mathematics 2015-03-17 Zsolt Pajor-Gyulai , Domokos Szász

We introduce the minimal maximally predictive models ({\epsilon}-machines) of processes generated by certain hidden semi-Markov models. Their causal states are either hybrid discrete-continuous or continuous random variables and…

Statistical Mechanics · Physics 2017-05-24 Sarah E. Marzen , James P. Crutchfield

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

For a certain class of isolated quantum systems, we report the existence of irreversible processes in which the energy is not dissipated. After a closed cycle in which the initial energy distribution is fully recovered, the expectation…

Quantum Physics · Physics 2015-09-30 Ricardo Puebla , Armando Relaño

Time bounded reachability is a fundamental problem in model checking continuous-time Markov chains (CTMCs) and Markov decision processes (CTMDPs) for specifications in continuous stochastic logics. It can be computed by numerically solving…

Systems and Control · Electrical Eng. & Systems 2020-01-07 Mahmoud Salamati , Sadegh Soudjani , Rupak Majumdar

A new class of exclusion type processes acting in continuum with synchronous updating is introduced and studied. Ergodic averages of particle velocities are obtained and their connections to other statistical quantities, in particular to…

Dynamical Systems · Mathematics 2015-05-13 Michael Blank

We derive a universal thermodynamic bound constraining directional transport in both discrete and continuous nonequilibrium systems. For continuous-time Markov jump processes and overdamped diffusions governed by Fokker--Planck equations,…

Statistical Mechanics · Physics 2025-08-26 Mesfin Taye
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