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There is a relation between the irreversibility of thermodynamic processes as expressed by the breaking of time-reversal symmetry, and the entropy production in such processes. We explain on an elementary mathematical level the relations…

Statistical Mechanics · Physics 2007-05-23 C. Maes , K. Netocny

In this paper we consider the convergence of the conditional entropy to the entropy rate for Markov chains. Convergence of certain statistics of long range dependent processes, such as the sample mean, is slow. It has been shown in Carpio…

Probability · Mathematics 2021-10-29 Andrew Feutrill , Matthew Roughan

We study the multiple definitions of the entropy production for discrete-time Markov processes in single systems and composite systems. These definitions have been studied in single systems, but less so in composite systems. With a clear…

Statistical Mechanics · Physics 2025-05-30 Masanao Igarashi

A quantity of interest to characterise continuous-valued stochastic processes is the differential entropy rate. The rate of convergence of many properties of LRD processes is slower than might be expected, based on the intuition for…

Information Theory · Computer Science 2021-11-02 Andrew Feutrill , Matthew Roughan

The entropy production rate is a central quantity in non-equilibrium statistical physics, scoring how far a stochastic process is from being time-reversible. In this paper, we compute the entropy production of diffusion processes at…

Statistical Mechanics · Physics 2023-06-19 Lancelot Da Costa , Grigorios A. Pavliotis

The minimum entropy production principle provides an approximative variational characterization of close-to-equilibrium stationary states, both for macroscopic systems and for stochastic models. Analyzing the fluctuations of the empirical…

Mathematical Physics · Physics 2009-11-05 C. Maes , K. Netocny

In stochastic thermodynamics, the entropy production of a thermodynamic system is defined by the irreversibility measured by the logarithm of the ratio of the path probabilities in the forward and reverse processes. We derive the relation…

Statistical Mechanics · Physics 2018-03-14 Hyun-Myung Chun , Jae Dong Noh

For a Markov process the detailed balance condition is equivalent to the time-reversibility of the process. For stochastic differential equations (SDE's) time discretization numerical schemes usually destroy the property of…

Numerical Analysis · Mathematics 2019-02-20 Markos Katsoulakis , Yannis Pantazis , Luc Rey-Bellet

For discrete-state stochastic systems obeying Markovian dynamics, we establish the counterpart of the conditional reversibility theorem obtained by Gallavotti for deterministic systems [Ann. de l'Institut Henri Poincar\'e (A) 70, 429…

Statistical Mechanics · Physics 2016-02-10 Marcus V. S. Bonança , Christopher Jarzynski

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

Continuous feedback control of Langevin processes may be non-Markovian due to a time lag between the measurement and the control action. We show that this requires to modify the basic relation between dissipation and time-reversal and to…

Statistical Mechanics · Physics 2015-06-18 T. Munakata , M. L. Rosinberg

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…

Statistical Mechanics · Physics 2017-05-15 Juan M. R. Parrondo , Christian van den Broeck , Ryoichi Kawai

While entropy changes are the usual subject of fluctuation theorems, we seek fluctuation relations involving time-symmetric quantities, namely observables that do not change sign if the trajectories are observed backward in time. We find…

Statistical Mechanics · Physics 2015-11-04 Marco Baiesi , Gianmaria Falasco

The limits of scaled relative entropies between probability distributions associated with N-particle weakly interacting Markov processes are considered. The convergence of such scaled relative entropies is established in various settings.…

Probability · Mathematics 2015-02-16 Amarjit Budhiraja , Paul Dupuis , Markus Fischer , Kavita Ramanan

Semi-Markov processes play an important role in the effective description of partially accessible systems in stochastic thermodynamics. They occur, for instance, in coarse-graining procedures such as state lumping and when analyzing waiting…

Statistical Mechanics · Physics 2026-01-19 Alexander M. Maier , Jonas H. Fritz , Udo Seifert

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

We show that the dissipation rate bounds the rate at which physical processes can be performed in stochastic systems far from equilibrium. Namely, for rare processes we prove the fundamental tradeoff $\langle \dot S_\text{e} \rangle…

Statistical Mechanics · Physics 2020-09-23 Gianmaria Falasco , Massimiliano Esposito

For a Markovian dynamics on discrete states, the logarithmic ratio of waiting-time distributions between two successive, instantaneous transitions in forward and backward direction is a measure of time-irreversibility. It thus serves as an…

Statistical Mechanics · Physics 2024-06-13 Ellen Meyberg , Julius Degünther , Udo Seifert

This paper studies time-inhomogeneous nonequilibrium diffusion processes, including both Brownian dynamics and Langevin dynamics. We derive upper bounds of the relative entropy production of the time-inhomogeneous process with respect to…

Probability · Mathematics 2021-04-20 Wei Zhang

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
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