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The dynamics of time-reversible systems are statistically indistinguishable when observed forward or backward in time. A rich literature of statistical methods to distinguish irreversible dynamics from the reversible dynamics of linear,…

Data Analysis, Statistics and Probability · Physics 2026-04-20 Teresa Dalle Nogare , Ben D. Fulcher

Stochastic thermodynamics provides the framework to analyze thermodynamic laws and quantities along individual trajectories of small but fully observable systems. If the observable level fails to capture all relevant degrees of freedom,…

Statistical Mechanics · Physics 2024-07-01 Julius Degünther , Jann van der Meer , Udo Seifert

Observing stochastic trajectories with rare transitions between states, practically undetectable on time scales accessible to experiments, makes it impossible to directly quantify the entropy production and thus infer whether and how far…

Statistical Mechanics · Physics 2025-12-15 Marco Baiesi , Tomohiro Nishiyama , Gianmaria Falasco

To understand the emergence of macroscopic irreversibility from microscopic reversible dynamics, the idea of coarse-graining plays a fundamental role. In this work, we develop a unified inferential framework for macroscopic states, that is,…

Quantum Physics · Physics 2026-03-24 Teruaki Nagasawa , Eyuri Wakakuwa , Kohtaro Kato , Francesco Buscemi

Time irreversibility, defined as the lack of invariance of the statistical properties of a system or time series under the operation of time reversal, has received an increasing attention during the last decades, thanks to the information…

Data Analysis, Statistics and Probability · Physics 2021-11-03 Massimiliano Zanin

The relation between time series irreversibility and entropy production has been recently investigated in thermodynamic systems operating away from equilibrium. In this work we explore this concept in the context of financial time series.…

Statistical Finance · Quantitative Finance 2016-01-11 Lucas Lacasa , Ryan Flanagan

We generalize nonequilibrium integral equalities to situations involving absolutely irreversible processes for which the forward-path probability vanishes and the entropy production diverges, rendering conventional integral fluctuation…

Statistical Mechanics · Physics 2016-08-11 Yûto Murashita , Ken Funo , Masahito Ueda

Recent work in dynamical systems theory has shown that many properties that are associated with irreversible processes in fluids can be understood in terms of the dynamical properties of reversible, Hamiltonian systems. That is,…

chao-dyn · Physics 2015-06-24 J. R. Dorfman

By considering general Markov stochastic dynamics and its coarse-graining, we study the framework of stochastic thermodynamics for the original and reduced descriptions corresponding to different scales. We are especially concerned with the…

Statistical Mechanics · Physics 2015-01-29 Yohei Nakayama , Kyogo Kawaguchi

Optically confined colloidal particles, when placed in close proximity, form a dissipatively coupled system through hydrodynamic interactions. The role of such interactions influencing irreversibility and energy dissipation in…

We discuss entropy production in nonequilibrium steady states by focusing on paths obtained by sampling at regular (small) intervals, instead of sampling on each change of the system's state. This allows us to study directly entropy…

Statistical Mechanics · Physics 2011-09-07 Daniel ben-Avraham , Sven Dorosz , Michel Pleimling

Statistical thermodynamics is valuable as a conceptual structure that shapes our thinking about equilibrium thermodynamic states. A cloud of unresolved questions surrounding the foundations of the theory could lead an impartial observer to…

Statistical Mechanics · Physics 2025-10-31 O. B. Ericok , J. K. Mason

Entropy creation rate is introduced for a system interacting with thermostats ({\it i.e.}, in the usual language, for a system subject to internal conservative forces interacting with ``external'' thermostats via conservative forces) and a…

Statistical Mechanics · Physics 2007-05-23 G. Gallavotti

We consider several Hamiltonian systems perturbed by external agents, that preserve their Hamiltonian structure. We investigate the corrections to the canonical statistics resulting from coupling such systems with possibly large but finite…

Statistical Mechanics · Physics 2023-05-25 Matteo Colangeli , Antonio Di Francesco , Lamberto Rondoni

Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…

Probability · Mathematics 2021-09-21 Mikola C. Schlottke

The appealing theoretical measure of irreversibility in a stochastic process, as the ratio of the probabilities of a trajectory and its time reversal, cannot be accessed directly in experiment since the probability of a single trajectory is…

Statistical Mechanics · Physics 2022-04-14 Julian Kappler , Ronojoy Adhikari

Entropy production characterizes irreversibility. This viewpoint allows us to consider the thermodynamic uncertainty relation, which states that a higher precision can be achieved at the cost of higher entropy production, as a relation…

Statistical Mechanics · Physics 2021-12-09 Yoshihiko Hasegawa

The emergence of irreversibility in physical processes, despite the fundamentally reversible nature of quantum mechanics, remains an open question in physics. This thesis explores the intricate relationship between quantum mechanics and…

Quantum Physics · Physics 2024-10-25 Alberto Rolandi

We consider two approaches to study non-reversible Markov processes, namely the Hypocoercivity Theory (HT) and GENERIC (General Equations for Non-Equilibrium Reversible-Irreversible Coupling); the basic idea behind both of them is to split…

Probability · Mathematics 2023-01-25 Manh Hong Duong , Michela Ottobre

This work introduces a novel, simple, and flexible method to quantify irreversibility in generic high-dimensional time series based on the well-known mapping to a binary classification problem. Our approach utilizes gradient boosting for…

Statistical Mechanics · Physics 2025-01-09 Michele Vodret , Cristiano Pacini , Christian Bongiorno