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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…

Statistical Mechanics · Physics 2015-12-18 Édgar Roldán , Izaak Neri , Meik Dörpinghaus , Heinrich Meyr , Frank Jülicher

The rate of entropy production provides a useful quantitative measure of a non-equilibrium system and estimating it directly from time-series data from experiments is highly desirable. Several approaches have been considered for stationary…

Statistical Mechanics · Physics 2022-02-21 Shun Otsubo , Sreekanth K Manikandan , Takahiro Sagawa , Supriya Krishnamurthy

The time variation of entropy, as an alternative to the variance, is proposed as a measure of the diffusion rate. It is shown that for linear and time-translationally invariant systems having a large-time limit for the density, at large…

Statistical Mechanics · Physics 2013-05-24 Amir Aghamohammadi , Amir H. Fatollahi , Mohammad Khorrami , Ahmad Shariati

We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state…

Probability · Mathematics 2019-10-30 Luisa Beghin , Claudio Macci , Barbara Martinucci

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

Renewal processes are broadly used to model stochastic behavior consisting of isolated events separated by periods of quiescence, whose durations are specified by a given probability law. Here, we identify the minimal sufficient statistic…

Statistical Mechanics · Physics 2023-07-19 Sarah Marzen , James P. Crutchfield

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

This work derives a theoretical value for the entropy of a Linear Additive Markov Process (LAMP), an expressive model able to generate sequences with a given autocorrelation structure. While a first-order Markov Chain model generates new…

Information Theory · Computer Science 2023-01-10 Bridget Smart , Matthew Roughan , Lewis Mitchell

Entropy production and the detailed fluctuation theorem are of fundamental importance for thermodynamic processes. In this paper, we study the multiple entropy production for multitime quantum processes in a unified framework. For closed…

Quantum Physics · Physics 2023-09-27 Zhiqiang Huang

A basic result of large deviations theory is Sanov's theorem, which states that the sequence of empirical measures of independent and identically distributed samples satisfies the large deviation principle with rate function given by…

Probability · Mathematics 2014-10-17 Markus Fischer

In this paper we define the notion of an open Markov process. An open Markov process is a generalization of an ordinary Markov process in which populations are allowed to flow in and out of the system at certain boundary states. We show…

Statistical Mechanics · Physics 2016-11-02 Blake S. Pollard

The total entropy production fluctuations are studied in some exactly solvable models. For these systems, the detailed fluctuation theorem holds even in the transient state, provided initially the system is prepared in thermal equilibrium.…

Statistical Mechanics · Physics 2009-08-08 Arnab Saha , Sourabh Lahiri , A. M. Jayannavar

The relative entropy and chi-squared divergence are fundamental divergence measures in information theory and statistics. This paper is focused on a study of integral relations between the two divergences, the implications of these…

Information Theory · Computer Science 2020-06-24 Tomohiro Nishiyama , Igal Sason

Relative entropy serves as a fundamental measure of state distinguishability in both quantum information theory and relativistic quantum field theory. Despite its conceptual importance, however, explicit computations of relative entropy…

Quantum Physics · Physics 2025-12-01 Daniela Cadamuro , Markus B. Fröb , Dimitrios Katsinis , Jan Mandrysch

In this work, we introduce a notion of reachability entropy to characterize the smallest data rate which is sufficient enough to enforce reach-while-stay specification. We also define data rates of coder-controllers that can enforce this…

Optimization and Control · Mathematics 2022-06-22 Mahendra Singh Tomar , Majid Zamani

Motivated by entropic optimal transport, time reversal of Markov jump processes in $\mathbb{R}^n$ is investigated. Relying on an abstract integration by parts formula for the carr\'e du champ of a Markov process recently obtained by…

Probability · Mathematics 2022-09-05 Giovanni Conforti , Christian Léonard

I show that whenever a system undergoes a reproducible macroscopic process the mutual distinguishability of macrostates, as measured by their relative entropy, diminishes. This extends the second law which regards only ordinary entropies,…

Quantum Physics · Physics 2010-08-10 Jochen Rau

Time-reversal symmetry of microscopic laws dictates that the equilibrium distribution of a stochastic process must obey the detailed balance. On the other hand, cyclic Markov processes that do not admit equilibrium distributions with…

Statistical Mechanics · Physics 2018-03-21 Julian Lee

We derive an Ito stochastic differential equation for entropy production in nonequilibrium Langevin processes. Introducing a random-time transformation, entropy production obeys a one-dimensional drift-diffusion equation, independent of the…

Statistical Mechanics · Physics 2017-10-10 Simone Pigolotti , Izaak Neri , Édgar Roldán , Frank Jülicher

Discrete-time counterpart of thermodynamic uncertainty relation (conjectured in P. Pietzonka, et.al., arXiv:1702.07699 (2017)) with finite time interval is considered. We show that this relation do not hold by constructing a concrete…

Statistical Mechanics · Physics 2017-06-06 Naoto Shiraishi
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