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We study the time reversal of a general PDMP. The time reversed process is defined as $X_{(T-t)-}$, where $T$ is some given time and $X_t$ is a stationary PDMP. We obtain the parameters of the reversed process, like the jump intensity and…

Probability · Mathematics 2011-10-19 Andreas Löpker , Zbigniew Palmowski

We derive universal thermodynamic inequalities that bound from below the moments of first-passage times of stochastic currents in nonequilibrium stationary states of Markov jump processes in the limit where the thresholds that define the…

Statistical Mechanics · Physics 2025-02-03 Izaak Neri

Statistical divergences are important tools in data analysis, information theory, and statistical physics, and there exist well known inequalities on their bounds. However, in many circumstances involving temporal evolution, one needs…

Data Analysis, Statistics and Probability · Physics 2025-03-25 Jan Karbowski

In this work we introduce a method for estimating entropy rate and entropy production rate from finite symbolic time series. From the point of view of statistics, estimating entropy from a finite series can be interpreted as a problem of…

Statistical Mechanics · Physics 2021-02-24 Raul Salgado-Garcia , Cesar Maldonado

The sum of the average work dissipated plus the information gained during a thermodynamic process with discrete feedback must exceed zero. We demonstrate that the minimum value of zero is attained only by feedback-reversible processes that…

Statistical Mechanics · Physics 2015-05-27 Jordan M. Horowitz , Juan M. R. Parrondo

Complex systems can convert energy imparted by nonequilibrium forces to regulate how quickly they transition between long lived states. While such behavior is ubiquitous in natural and synthetic systems, currently there is no general…

Statistical Mechanics · Physics 2021-04-28 Benjamin Kuznets-Speck , David T. Limmer

For a Markovian dynamics on discrete states, the logarithmic ratio of waiting-time distributions between two successive, instantaneous transitions in forward and backward direction is a measure of time-irreversibility. It thus serves as an…

Statistical Mechanics · Physics 2024-06-13 Ellen Meyberg , Julius Degünther , Udo Seifert

We show that in any relativistic system, entanglement entropy obeys a speed limit set by the entanglement in thermal equilibrium. The bound is derived from inequalities on relative entropy with respect to a thermal reference state. Thus the…

High Energy Physics - Theory · Physics 2015-12-10 Thomas Hartman , Nima Afkhami-Jeddi

Markov chains are the de facto finite-state model for stochastic dynamical systems, and Markov decision processes (MDPs) extend Markov chains by incorporating non-deterministic behaviors. Given an MDP and rewards on states, a classical…

Logic in Computer Science · Computer Science 2024-11-13 Krishnendu Chatterjee , Laurent Doyen

We propose to construct Markov dynamics with specified characteristics using a cycle decomposition of the space of Markov chains introduced by Cohen and Alpern. As an application of this approach, we derive the minimal entropy production…

Statistical Mechanics · Physics 2023-03-13 David Andrieux

We consider bounded extremum seeking controls for time-varying linear systems with uncertain coefficient matrices and measurement uncertainty. Using a new change of variables, Lyapunov functions, and a comparison principle, we provide…

Optimization and Control · Mathematics 2025-01-20 Frederic Mazenc , Michael Malisoff , Emilia Fridman

The minimal time required for a system to evolve between two different states is an important notion for developing ultra-speed quantum computer and communication channel. Here, we introduce a new metric for non-degenerate density operator…

Quantum Physics · Physics 2017-01-25 Debasis Mondal , Arun Kumar Pati

Irreversibility is a fundamental concept with important implications at many levels. It pinpoints the fundamental difference between the intrinsically reversible microscopic equations of motion and the unidirectional arrow of time that…

Quantum Physics · Physics 2019-05-01 T. B. Batalhao , S. Gherardini , J. P. Santos , G. T. Landi , M. Paternostro

Motivated by robotic surveillance applications, this paper studies the novel problem of maximizing the return time entropy of a Markov chain, subject to a graph topology with travel times and stationary distribution. The return time entropy…

Optimization and Control · Mathematics 2018-05-29 Xiaoming Duan , Mishel George , Francesco Bullo

We propose a method for inferring entropy production (EP) in high-dimensional stochastic systems, including many-body systems and non-Markovian systems with long memory. Standard techniques for estimating EP become intractable in such…

Statistical Mechanics · Physics 2026-02-20 Miguel Aguilera , Sosuke Ito , Artemy Kolchinsky

We give computable bounds on the rate of convergence of the transition probabilities to the stationary distribution for a certain class of geometrically ergodic Markov chains. Our results are different from earlier estimates of Meyn and…

Probability · Mathematics 2007-05-23 Peter H. Baxendale

Semi-Markov processes generalize Markov processes by adding temporal memory effects as expressed by a semi-Markov kernel. We recall the path weight for a semi-Markov trajectory and the fact that thermodynamic consistency in equilibrium…

Statistical Mechanics · Physics 2022-04-15 Benjamin Ertel , Jann van der Meer , Udo Seifert

Here we define and study the properties of retrodictive inference. We derive equations relating retrodiction entropy and thermodynamic entropy, and as a special case, show that under equilibrium conditions, the two are identical. We…

Other Statistics · Statistics 2018-07-04 Nathaniel Rupprecht , Dervis Vural

In nonequilibrium systems with uncoupled currents, the thermodynamic affinity determines the direction of currents, quantifies dissipation, and constrains current fluctuations. However, these properties of the thermodynamic affinity do not…

Statistical Mechanics · Physics 2025-04-11 Adarsh Raghu , Izaak Neri

The second law of thermodynamics states that entropy production in macroscopic systems is non-negative, reaching zero only at thermodynamic equilibrium. As a corollary, this implies that the state trajectory of macroscopic systems is…

Statistical Mechanics · Physics 2025-01-30 O. Politano , Alejandro L. Garcia , F. Baras , M. Malek Mansour