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The entropy production rate is central to the study of non-equilibrium systems. This parameter is closely connected to violation of time-reversal symmetry, energy consumption, efficiency, and other properties of interest; in short, it…

Statistical Mechanics · Physics 2026-05-28 John W. Biddle

Living systems operate far from thermal equilibrium by converting the chemical potential of ATP into mechanical work to achieve growth, replication or locomotion. Given time series observations of intra-, inter- or multicellular processes,…

Biological Physics · Physics 2021-11-03 Dominic J. Skinner , Jörn Dunkel

A probabilistic formulation of irreversible kinetics is introduced in which incrementally admissible histories are weighted by a Gibbs-type measure built from an energy-dissipation action and observation constraints, with Theta controlling…

Statistical Mechanics · Physics 2026-01-19 Manas V. Upadhyay

We prove that multimodal maps with an absolutely continuous invariant measure have exponential return time statistics around a.e. point. We also show a `polynomial Gibbs property' for these systems, and that the convergence to the entropy…

Dynamical Systems · Mathematics 2009-04-20 Henk Bruin , Mike Todd

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

We advance the proxy variable approach to production function estimation. We show that the invertibility assumption at its heart is testable. We characterize what goes wrong if invertibility fails and what can still be done. We show that…

Econometrics · Economics 2025-07-28 Ulrich Doraszelski , Lixiong Li

We extend a generalized integral fluctuation relation in diffusion processes that we obtained previously to the situation with feedback control. The general relation not only covers existing results but also predicts other unnoticed…

Statistical Mechanics · Physics 2015-06-17 Fei Liu , Hongcheng Xie , Zhiyue Lu

The Integral Fluctuation Theorem for entropy production (IFT) is among the few equalities that are known to be valid for physical systems arbitrarily driven far from equilibrium. Microscopically, it can be understood as an inherent symmetry…

Statistical Mechanics · Physics 2023-06-21 Francesco Coghi , Lorenzo Buffoni , Stefano Gherardini

The sub-Gaussian stable distribution is a heavy-tailed elliptically contoured law which has interesting applications in signal processing and financial mathematics. This work addresses the problem of feasible estimation of distributions. We…

Statistics Theory · Mathematics 2022-08-04 Taras Bodnar , Dmitry Otryakhin , Erik Thorsen

We assume that markovian dynamics on a finite graph enjoys a gauge symmetry under local scalings of the probability density, derive the transformation law for the transition rates and interpret the thermodynamic force as a gauge potential.…

Statistical Mechanics · Physics 2015-05-30 Matteo Polettini

Thermodynamic inference from coarse observations remains a key challenge. Memory, in particular correlations between consecutively observed mesostates, blur signatures of irreversibility and must be accounted for in defining physical…

Statistical Mechanics · Physics 2025-12-24 Tassilo Schwarz , Anatoly B. Kolomeisky , Aljaž Godec

Time irreversibility, which characterizes nonequilibrium processes, can be measured based on the probabilistic differences between symmetric vectors. To simplify the quantification of time irreversibility, symmetric permutations instead of…

Signal Processing · Electrical Eng. & Systems 2021-01-20 Wenpo Yao , Jun Wang , Matjaz Perc , Wenli Yao , Jiafei Dai , Daqing Guo , Dezhong Yao

This paper presents different recursive formulas for computing the marginals and the normalizing constant of a Gibbs distribution $\pi$: The common thread is the use of the underlying Markov properties of such processes. The procedures are…

Probability · Mathematics 2025-11-07 Cécile Hardouin , Xavier Guyon

In this paper we consider Bayesian estimation for the parameters of inverse Gaussian distribution. Our emphasis is on Markov Chain Monte Carlo methods. We provide complete implementation of the Gibbs sampler algorithm. Assuming an…

Methodology · Statistics 2012-10-17 B. N. Pandey , Pulastya Bandyopadhyay

Estimating the dissipation, or the entropy production rate (EPR), can provide insights into the underlying mechanisms of nonequilibrium driven processes. Experimentally, however, only partial information can be accessed, and the ability to…

Statistical Mechanics · Physics 2022-12-29 Uri Kapustin , Aishani Ghosal , Gili Bisker

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

Ratios of universal enumerable semimeasures corresponding to hypotheses are investigated as a solution for statistical composite hypotheses testing if an unbounded amount of computation time can be assumed. Influence testing for discrete…

Statistics Theory · Mathematics 2009-12-15 Bruno Bauwens

A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…

Statistics Theory · Mathematics 2017-02-06 Alberto J. Coca

We give new and explicitly computable examples of Gibbs-non-Gibbs transitions of mean-field type, using the large deviation approach introduced in [4]. These examples include Brownian motion with small variance and related diffusion…

Probability · Mathematics 2012-12-05 Frank Redig , Feijia Wang

It is a central question in quantum thermodynamics to determine how irreversible is a process that transforms an initial state $\rho$ to a final state $\sigma$, and whether such irreversibility can be thought of as a useful resource. For…

Quantum Physics · Physics 2018-08-09 Álvaro M. Alhambra , Stephanie Wehner , Mark M. Wilde , Mischa P. Woods