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We study how the Shannon entropy of sequences produced by an information source converges to the source's entropy rate. We synthesize several phenomenological approaches to applying information theoretic measures of randomness and memory to…

Statistical Mechanics · Physics 2007-05-23 James P. Crutchfield , David P. Feldman

Entropy estimation, due in part to its connection with mutual information, has seen considerable use in the study of time series data including causality detection and information flow. In many cases, the entropy is estimated using…

Statistics Theory · Mathematics 2019-08-06 Alexander L Young , David B Dunson

The problem of estimating entropy production from incomplete information in stochastic thermodynamics is essential for theory and experiments. Whereas a considerable amount of work has been done on this topic, arguably, most of it is…

Statistical Mechanics · Physics 2024-12-17 Pedro E. Harunari , Carlos E. Fiore , Andre C. Barato

The paper provides an overview of the theory and applications of risk-sensitive Markov decision processes. The term 'risk-sensitive' refers here to the use of the Optimized Certainty Equivalent as a means to measure expectation and risk.…

Risk Management · Quantitative Finance 2025-09-23 Nicole Bäuerle , Anna Jaśkiewicz

We show for Markov diffusion processes that the quadratic entropic bound, recently derived for the rate functions of nonequilibrium currents, can be seen as being produced by an effective process that creates current fluctuations in a…

Statistical Mechanics · Physics 2023-03-30 Cesare Nardini , Hugo Touchette

We introduce an axiomatic approach to entropies and relative entropies that relies only on minimal information-theoretic axioms, namely monotonicity under mixing and data-processing as well as additivity for product distributions. We find…

Information Theory · Computer Science 2021-09-22 Gilad Gour , Marco Tomamichel

The limit of small entropy production is reached in relaxing systems long after preparation, and in stationary driven systems in the limit of small driving power. Surprisingly, for extended systems this limit is not in general the…

Condensed Matter · Physics 2009-10-31 Leticia F. Cugliandolo , Jorge Kurchan

Entropy production is a key quantity in any finite-time thermodynamic process. It is intimately tied with the fundamental laws of thermodynamics, embodying a tool to extend thermodynamic considerations all the way to non-equilibrium…

Quantum Physics · Physics 2022-02-08 Gabriel T. Landi , Mauro Paternostro

We investigate a new symmetry of the large deviation function of certain time-integrated currents in non-equilibrium systems. The symmetry is similar to the well-known Gallavotti-Cohen-Evans-Morriss-symmetry for the entropy production, but…

Statistical Mechanics · Physics 2012-01-10 Andre Cardoso Barato , Raphael Chetrite , Haye Hinrichsen , David Mukamel

We study entropy production (EP) in processes involving repeated quantum measurements of finite quantum systems. Adopting a dynamical system approach, we develop a thermodynamic formalism for the EP and study fine aspects of irreversibility…

Mathematical Physics · Physics 2017-08-02 Tristan Benoist , Vojkan Jaksic , Yan Pautrat , Claude-Alain Pillet

We consider thermodynamic systems with finitely many degrees of freedom and subject to an external control action. We derive some basic results on the dependence of the relative entropy production rate on the controlling force. Applications…

Mathematical Physics · Physics 2007-05-23 M. Pavon , F. Ticozzi

Many non-equilibrium, active processes are observed at a coarse-grained level, where different microscopic configurations are projected onto the same observable state. Such "lumped" observables display memory, and in many cases the…

Statistical Mechanics · Physics 2024-04-29 Kristian Blom , Kevin Song , Etienne Vouga , Aljaž Godec , Dmitrii E. Makarov

The stochastic entropy generated during the evolution of a system interacting with an environment may be separated into three components, but only two of these have a non-negative mean. The third component of entropy production is…

Statistical Mechanics · Physics 2013-05-30 Ian J. Ford , Richard E. Spinney

The time reversal of a completely-positive, nonequilibrium discrete-time quantum Markov evolution is derived via a suitable adjointness relation. Space-time harmonic processes are introduced for the forward and reverse-time transition…

Quantum Physics · Physics 2009-04-29 Francesco Ticozzi , Michele Pavon

We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in…

Probability · Mathematics 2016-03-21 Mikael Petersson

Entropy rate is a real valued functional on the space of discrete random sources which lacks a closed formula even for subclasses of sources which have intuitive parameterizations. A good way to overcome this problem is to examine its…

Information Theory · Computer Science 2015-01-14 Alexander Schönhuth

Define the non-overlapping return time of a random process to be the number of blocks that we wait before a particular block reappears. We prove a Central Limit Theorem based on these return times. This result has applications to entropy…

Probability · Mathematics 2007-05-23 Oliver Johnson

Following [1], the aim of this paper is to analyze the relative weighted entropy involving the central moments weight functions. We compare the standard relative entropy with the weighted case in two particular forms of Gaussian…

Information Theory · Computer Science 2015-06-23 Salimeh Yasaei Sekeh , Adriano Polpo

Motivated by recent progresses in nonequilibrium Fluctuation Relations, we present a generalized time reversal for stochastic master equation systems with discrete states that is defined as a splitting of the rate matrix into irreversible…

Statistical Mechanics · Physics 2011-10-28 Fei Liu , Hong Lei

We study the entropy production of a system with a finite number of states connected by random transition rates. The stationary entropy production, driven out of equilibrium both by asymmetric transition rates and by an external probability…

Statistical Mechanics · Physics 2017-12-13 Daniel M. Busiello , Jorge Hidalgo , Amos Maritan