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We are interested in the analysis of very large continuous-time Markov chains (CTMCs) with many distinct rates. Such models arise naturally in the context of reliability analysis, e.g., of computer network performability analysis, of power…

Logic in Computer Science · Computer Science 2015-07-24 Ernst Moritz Hahn , Holger Hermanns , Ralf Wimmer , Bernd Becker

Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in terms of Markov jump processes, we identify the scaling conditions that ensure the emergence of a (typically nonlinear) deterministic dynamics and…

Statistical Mechanics · Physics 2025-05-26 Gianmaria Falasco , Massimiliano Esposito

We consider a hidden Markov model with multiple observation processes, one of which is chosen at each point in time by a policy---a deterministic function of the information state---and attempt to determine which policy minimises the…

Probability · Mathematics 2015-03-17 James Y. Zhao

Consider an open quantum system with (discrete-time) Markovian dynamics. Our task is to store information in the system in such a way that it can be retrieved perfectly, even after the system is left to evolve for an arbitrarily long time.…

Quantum Physics · Physics 2025-11-19 Satvik Singh , Mizanur Rahaman , Nilanjana Datta

The rate of entropy production by a stochastic process quantifies how far it is from thermodynamic equilibrium. Equivalently, entropy production captures the degree to which detailed balance and time-reversal symmetry are broken. Despite…

Statistical Mechanics · Physics 2020-12-02 Luca Cocconi , Rosalba Garcia-Millan , Zigan Zhen , Bianca Buturca , Gunnar Pruessner

Among various rare events, the effective computation of transition paths connecting metastable states in a stochastic model is an important problem. This paper proposes a stochastic optimal control formulation for transition path problems…

Optimization and Control · Mathematics 2023-11-15 Yuan Gao , Jian-Guo Liu , Oliver Tse

In view of the relation between information and thermodynamics we investigate how much information about an external protocol can be stored in the memory of a stochastic measurement device given an energy budget. We consider a layered…

Quantitative Methods · Quantitative Biology 2015-07-28 Stefano Bo , Marco Del Giudice , Antonio Celani

While quantum measurement theories are built around density matrices and observables, the laws of thermodynamics are based on processes such as are used in heat engines and refrigerators. The study of quantum thermodynamics fuses these two…

Quantum Physics · Physics 2021-08-25 Xingrui Song , Mahdi Naghiloo , Kater Murch

We consider damped stochastic systems in a controlled (time-varying) quadratic potential and study their transition between specified Gibbs-equilibria states in finite time. By the second law of thermodynamics, the minimum amount of work…

Statistical Mechanics · Physics 2018-03-23 Yongxin Chen , Tryphon Georgiou , Allen Tannenbaum

We consider the problem of communicating exogenous information by means of Markov decision process trajectories. This setting, which we call a Markov coding game (MCG), generalizes both source coding and a large class of referential games.…

This paper investigates the limit behavior of Markov Decision Processes (MDPs) made of independent particles evolving in a common environment, when the number of particles goes to infinity. In the finite horizon case or with a discounted…

Probability · Mathematics 2009-06-10 Nicolas Gast , Bruno Gaujal

We review theory of information thermodynamics which incorporates effects of measurement and feedback into nonequilibrium thermodynamics of a small system, and discuss how the second law of thermodynamics should be extended for such…

Statistical Mechanics · Physics 2012-02-07 Takahiro Sagawa , Masahito Ueda

This paper studies the approximation of optimal control policies by quantized (discretized) policies for a very general class of Markov decision processes (MDPs). The problem is motivated by applications in networked control systems,…

Optimization and Control · Mathematics 2015-05-14 Naci Saldi , Serdar Yüksel , Tamás Linder

In cyber-physical systems such as automobiles, measurement data from sensor nodes should be delivered to other consumer nodes such as actuators in a regular fashion. But, in practical systems over unreliable media such as wireless, it is a…

Networking and Internet Architecture · Computer Science 2015-04-14 Xueying Guo , Rahul Singh , P. R. Kumar , Zhisheng Niu

We study the thermodynamic cost associated with driving systems between different non-equilibrium steady states. In particular, we combine a linear-response framework for non-equilibrium Markov systems with Lagrangian techniques to minimize…

Statistical Mechanics · Physics 2025-06-18 Dana Kamp , Karel Proesmans

Physical systems driven away from equilibrium by an external controller dissipate heat to the environment; the excess entropy production in the thermal reservoir can be interpreted as a "cost" to transform the system in a finite time. The…

Statistical Mechanics · Physics 2024-12-31 Jérémie Klinger , Grant M. Rotskoff

Maximum entropy models provide the least constrained probability distributions that reproduce statistical properties of experimental datasets. In this work we characterize the learning dynamics that maximizes the log-likelihood in the case…

Disordered Systems and Neural Networks · Physics 2016-09-21 Ulisse Ferrari

How is it that entropy derivatives almost in their own are characterizing the state of a system close to equilibrium, and what happens further away from it? We explain within the framework of Markov jump processes why fluctuation theory can…

Statistical Mechanics · Physics 2009-08-24 Christian Maes , Karel Netočný , Bram Wynants

The maximum entropy principle, as applied to quantum systems, is a fundamental prescript positing that for a quantum system for which we only have partial knowledge, the maximum entropy state consistent with the partial knowledge is a…

Quantum Physics · Physics 2025-07-24 Siddhartha Das , Ujjwal Sen

Irreversible processes accomplished in a fixed time involve nonlinearly coupled flows of matter, energy, and information. Here, using entropy production as an example, we show how thermodynamic uncertainty relations and speed limits on…

Statistical Mechanics · Physics 2021-05-12 Schuyler B. Nicholson , Jason R. Green