Related papers: On time's arrow in Ehrenfest models with reversibl…
We show that the steady-state entropy production rate of a stochastic process is inversely proportional to the minimal time needed to decide on the direction of the arrow of time. Here we apply Wald's sequential probability ratio test to…
For each of (i) arbitrary stochastic reset, (ii) deterministic reset with arbitrary period, (iii) reset at arbitrary constant rate, and then in the sense of either (a) first-order stochastic dominance or (b) expectation (i.e. for each of…
There are multiple ways in which a stochastic system can be out of statistical equilibrium. It might be subject to time-varying forcing; or be in a transient phase on its way towards equilibrium; it might even be in equilibrium without us…
A random walk on a $N$-dimensional hypercube is a discrete time stochastic process whose state space is the set $\{-1,+1\}^{N}$, which has uniform probability of reaching any neighbour state, and probability zero of reaching a non-neighbour…
Understanding under what conditions it is possible to construct equivalent ensembles is key to advancing our ability to connect microscopic and macroscopic properties of non-equilibrium statistical mechanics. In the case of fluid dynamical…
We consider a mean-field dynamical urn model, defined by rules which give the rate at which a ball is drawn from an urn and put in another one, chosen amongst an assembly. At equilibrium, this model possesses a fluid and a condensed phase,…
We study a Markov process with two components: the first component evolves according to one of finitely many underlying Markovian dynamics, with a choice of dynamics that changes at the jump times of the second component. The second…
I introduce a general, Bayesian method for modelling univariate time series data assumed to be drawn from a continuous, stochastic process. The method accommodates arbitrary temporal sampling, and takes into account measurement…
By using numerical and semiclassical methods, we evaluate the quantum breaking, or Ehrenfest time for a wave packet localized around classical equilibrium points of autonomous one-dimensional systems with polynomial potentials. We find that…
This paper builds Wasserstein ambiguity sets for the unknown probability distribution of dynamic random variables leveraging noisy partial-state observations. The constructed ambiguity sets contain the true distribution of the data with…
This paper is focused on the statistical analysis of data consisting of a collection of multiple series of probability measures that are indexed by distinct time instants and supported over a bounded interval of the real line. By modeling…
The arrow of time is an irreversible phenomenon for a system of particles undergoing reversible dynamics. Since the time of Boltzmann to this day, the arrow of time has led to debate and research. However, the enormous growth of…
The time-dependent variational principle using generalized Gaussian trial functions yields a finite dimensional approximation to the full quantum dynamics and is used in many disciplines. It is shown how these 'semi-quantum' dynamics may be…
The transition between a regime in which thermodynamic relations apply only to ensembles of small systems coupled to a large environment and a regime in which they can be used to characterize individual macroscopic systems is analyzed in…
In stochastic population dynamics, stochastic wandering can produce transition to an absorbing state. In particular, under Allee effects, low densities amplify the possibility of population collapse. We investigate this in an…
Irreversibility is one of the most intriguing concepts in physics. While microscopic physical laws are perfectly reversible, macroscopic average behavior has a preferred direction of time. According to the second law of thermodynamics, this…
Data consisting of time-indexed distributions of cross-sectional or intraday returns have been extensively studied in finance, and provide one example in which the data atoms consist of serially dependent probability distributions.…
We continue our study of the linear response of a nonequilibrium system. This Part II concentrates on models of open and driven inertial dynamics but the structure and the interpretation of the result remain unchanged: the response can be…
It is known in \cite{beccari} that the standard explicit Euler-type scheme (such as the exponential Euler and the linear-implicit Euler schemes) with a uniform timestep, though computationally efficient, may diverge for the stochastic…
The observed general time-asymmetric behavior of macroscopic systems -- embodied in the second law of thermodynamics -- arises naturally from time-symmetric microscopic laws due to the great disparity between macro and micro-scales. More…