Related papers: Testing the irreversibility of a Gibbsian process …

We use the statistical properties of Shannon entropy estimator and Kullback-Leibler divergence to study the predictability of ultra-high frequency financial data. We develop a statistical test for the predictability of a sequence based on…

We give a detailed analysis of the Gibbs-type entropy notion and its dynamical behavior in case of time-dependent continuous probability distributions of varied origins: related to classical and quantum systems. The purpose-dependent usage…

The Tsallis entropy, which is a generalization of the Boltzmann-Gibbs entropy, plays a central role in nonextensive statistical mechanics of complex systems. A lot of efforts have recently been made on establishing a dynamical foundation…

A simple model of an irreversible process is introduced. The equation of iterations in the model includes a noise generation term. We study the properties of the system when the noise generation term is a stochastic process (e.g. a random…

We present a systematic study of the reconstruction of a non-negative function via maximum entropy approach utilizing the information contained in a finite number of moments of the function. For testing the efficacy of the approach, we…

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…

This paper proposes a new estimation technique for fitting parametric Gibbs point process models to a spatial point pattern dataset. The technique is a counterpart, for spatial point processes, of the variational estimators for Markov…

We present two new estimators for estimating the entropy of absolutely continuous random variables. Some properties of them are considered, specifically consistency of the first is proved. The introduced estimators are compared with the…

For a colloidal particle driven by a constant force across a periodic potential, we investigate the distribution of entropy production both experimentally and theoretically. For short trajectories, the fluctuation theorem holds…

We derive a simple closed analytical expression for the total entropy production along a single stochastic trajectory of a Brownian particle diffusing on a periodic potential under an external constant force. By numerical simulations we…

The theory of entropy production in nonequilibrium, Hamiltonian systems, previously described for steady states using partitions of phase space, is here extended to time dependent systems relaxing to equilibrium. We illustrate the main…

We investigate temporal evolution of von Neumann's entropy in exemplary quantum mechanical systems and show that it grows in systems evolving with incrementally increasing decoherence during scattering processes. We demonstrate that the…

Dynamics under which a system of Ising spins relaxes to a stationary state with Bolzmann-Gibbs measure and which do not fulfil the condition of detailed balance are irreversible and asymmetric. We revisit the problem of the determination of…

Stochastic entropy production, which quantifies the difference between the probabilities of trajectories of a stochastic dynamics and its time reversals, has a central role in nonequilibrium thermodynamics. In the theory of probability, the…

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…

The micromaser is examined with the aim of understanding certain of its properties based on a time-reversed quantum trajectory analysis. The background theory of master equations derived from a repeated interaction model perspective is…

We present an exact relationship between the entropy production and the distinguishability of a process from its time-reverse, quantified by the relative entropy between forward and backward states. The relationship is shown to remain valid…

On the standard microscopic model of friction we confirm the common belief that the irreversible entropy production originates from the increase of Shannon information. We reveal that the reversible microscopic dynamics would continuously…

Without violating causality, we allow performing measurements in time reverse process of a feedback manipulated stochastic system. As a result we come across an entropy production due to the measurement process. This entropy production, in…

Statistical models and methods for determinantal point processes (DPPs) seem largely unexplored. We demonstrate that DPPs provide useful models for the description of spatial point pattern datasets where nearby points repel each other. Such…