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Statistical mechanics is founded on the assumption that all accessible configurations of a system are equally likely. This requires dynamics that explore all states over time, known as ergodic dynamics. In isolated quantum systems, however,…

Entropy measures have become increasingly popular as an evaluation metric for complexity in the analysis of time series data, especially in physiology and medicine. Entropy measures the rate of information gain, or degree of regularity in a…

Methodology · Statistics 2015-12-03 Chee Chun Gan , Gerard Learmonth

Given a uniformly expanding transitive Markov interval map, we show that within the set of ergodic measures the set of nonadapted ergodic measures is residual in with respect to the topology induced by the $\overline{d}$-metric. This set of…

Dynamical Systems · Mathematics 2026-02-23 Łukasz Krzywoń

We obtain universal estimates on the convergence to equilibrium and the times of coupling for continuous time irreducible reversible finite-state Markov chains, both in the total variation and in the L^2 norms. The estimates in total…

Probability · Mathematics 2012-01-24 Mykhaylo Shkolnikov

Entropy production (EP) is a central measure in nonequilibrium thermodynamics, as it can quantify the irreversibility of a process as well as its energy dissipation in special cases. Using the time-reversal asymmetry in a system's path…

Statistical Mechanics · Physics 2022-04-26 Dong-Kyum Kim , Sangyun Lee , Hawoong Jeong

We consider a stochastic process which is (a) described by a continuous-time Markov chain on only short time-scales and (b) constrained to conserve a number of hidden quantities on long time-scales. We assume that the transition matrix of…

Statistical Mechanics · Physics 2020-10-27 Vitaly Vanchurin

We study approximation schemes for shift spaces over a finite alphabet using (pseudo)metrics connected to Ornstein's $\bar{d}$ metric. This leads to a class of shift spaces we call $\bar{d}$-approachable. A shift space…

Dynamical Systems · Mathematics 2022-01-05 Jakub Konieczny , Michal Kupsa , Dominik Kwietniak

In [44], we qualitatively studied some classical results implied by the specification property for dynamical systems with non-uniform specification. In this paper, we perform quantitative studies on how properties of topological theory and…

Dynamical Systems · Mathematics 2025-08-26 Wanshan Lin , Xueting Tian , Chenwei Yu

We present a general approach for computing the dynamic partition function of a continuous-time Markov process. The Ruelle topological pressure is identified with the large deviation function of a physical observable. We construct for the…

Statistical Mechanics · Physics 2010-05-11 Vivien Lecomte , Cecile Appert-Rolland , Frederic van Wijland

Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis…

Statistical Finance · Quantitative Finance 2020-07-01 Riccardo Marcaccioli , Giacomo Livan

Consider a uniformly sampled random $d$-regular graph on $n$ vertices. If $d$ is fixed and $n$ goes to $\infty$ then we can relate typical (large probability) properties of such random graph to a family of invariant random processes (called…

Probability · Mathematics 2021-12-07 Ágnes Backhausz , Charles Bordenave , Balázs Szegedy

Strong invariance principles describe the error term of a Brownian approximation of the partial sums of a stochastic process. While these strong approximation results have many applications, the results for continuous-time settings have…

Statistics Theory · Mathematics 2022-06-17 Ardjen Pengel , Joris Bierkens

For Markov chains and Markov processes exhibiting a form of stochastic monotonicity (larger states shift up transition probabilities in terms of stochastic dominance), stability and ergodicity results can be obtained using order-theoretic…

Probability · Mathematics 2024-10-01 Takashi Kamihigashi , John Stachurski

We introduce a novel entropy-related function, \textit{non-repeatability}, designed to capture dynamical behaviors in complex systems. Its normalized form, \textit{mutability}, has been previously applied in statistical physics as a…

Statistical Mechanics · Physics 2025-04-04 Eugenio E. Vogel , Francisco J. Peña , G. Saravia , P. Vargas

We study random dynamical systems of certain continuous functions on the unit interval. We use bounded variation to provide sufficient conditions for unique ergodicity of these systems. Several classes of examples are provided.

Dynamical Systems · Mathematics 2024-10-25 Sander C. Hille , Hanna Oppelmayer , Tomasz Szarek

There are two main approaches to non-equlibrium statistical mechanics: one using stochastic processes and the other using dynamical systems. To model the dynamics during inflation one usually adopts a stochastic description, which is known…

High Energy Physics - Theory · Physics 2016-03-29 Vitaly Vanchurin

We consider a new functional inequality controlling the rate of relative entropy decay for random walks, the interchange process and more general block-type dynamics for permutations. The inequality lies between the classical logarithmic…

Probability · Mathematics 2022-05-12 Alexandre Bristiel , Pietro Caputo

We study one-dimensional lattice systems with pair-wise interactions of infinite range. We show projective convergence of Markov measures to the unique equilibrium state. For this purpose we impose a slightly stronger condition than…

Mathematical Physics · Physics 2016-11-26 Cesar Maldonado , Raul Salgado-Garcia

Since seminal work of Bowen, it has been known that the specification property implies various useful properties about a topological dynamical system, among them uniqueness of the measure of maximal entropy (often referred to as intrinsic…

Dynamical Systems · Mathematics 2014-11-11 Ronnie Pavlov

We study nonhyperbolic and transitive partially hyperbolic diffeomorphisms having a one-dimensional center. We prove joint flexibility with respect to entropy and center Lyapunov exponent for a broad class of these systems. Flexibility…

Dynamical Systems · Mathematics 2025-05-07 Lorenzo J. Díaz , Katrin Gelfert , Michal Rams , Jinhua Zhang