English
Related papers

Related papers: Relative entropy and waiting times for continuous-…

200 papers

The analyticity of the entropy and relative entropy rates of continuous-state hidden Markov models is studied here. Using the analytic continuation principle and the stability properties of the optimal filter, the analyticity of these rates…

Information Theory · Computer Science 2019-09-02 Vladislav Z. B. Tadic , Arnaud Doucet

We discuss fundamental features of the local expression for the entropy production rate of the nonequilibrium quantum dynamics of open systems and its relations to memory effects and the spectrum of the generator of the dynamics. Defining…

Quantum Physics · Physics 2026-03-03 Irene Ada Picatoste , Alessandra Colla , Heinz-Peter Breuer

For a network of discrete states with a periodically driven Markovian dynamics, we develop an inference scheme for an external observer who has access to some transitions. Based on waiting-time distributions between these transitions, the…

Statistical Mechanics · Physics 2024-09-12 Alexander M. Maier , Julius Degünther , Jann van der Meer , Udo Seifert

The expressions for entropy production, free energy, and entropy extraction rates are derived for a Brownian particle that walks in an underdamped medium. Our analysis indicates that as long as the system is driven out of equilibrium, it…

Statistical Mechanics · Physics 2021-02-18 Mesfin Asfaw Taye

The fluctuation relations have received considerable attention since their emergence and development in the 1990s. We present a summary of the main results and suggest ways to interpret this material. Starting with a consideration of the…

Statistical Mechanics · Physics 2012-02-01 Richard E. Spinney , Ian J. Ford

Many years ago B.S. Pitskel observed that the metric entropy of the shift transformation in the sample space of a stationary random process $X=\{X_n,\,n\in \mathbb Z\}$ with a countable number of states is equal to the conditional entropy…

Dynamical Systems · Mathematics 2016-06-03 Boris Gurevich

Estimating entropy production in continuous systems that can only be observed with a limited resolution remains an open problem in stochastic thermodynamics. Extant estimators based on the measurement of waiting-time distributions require…

Statistical Mechanics · Physics 2026-03-06 Jonas H. Fritz , Udo Seifert

Observing how long a dynamical system takes to return to some state is one of the most simple ways to model and quantify its dynamics from data series. This work proposes two formulas to estimate the KS entropy and a lower bound of it, a…

Chaotic Dynamics · Physics 2015-05-14 M. S. Baptista , E. J. Ngamga , Paulo R. F. Pinto , Margarida Brito , J. Kurths

Energy flow in bio-molecular motors and machines are vital to their function. Yet experimental observations are often limited to a small subset of variables that participate in energy transport and dissipation. Here we show, through a…

Statistical Mechanics · Physics 2016-08-17 Shou-Wen Wang , Kyogo Kawaguchi , Shin-ichi Sasa , Lei-Han Tang

We discuss how maximum entropy methods may be applied to the reconstruction of Markov processes underlying empirical time series and compare this approach to usual frequency sampling. It is shown that, at least in low dimension, there…

Risk Management · Quantitative Finance 2015-06-23 Gregor Chliamovitch , Alexandre Dupuis , Bastien Chopard , Anton Golub

The evolution of entropy is derived with respect to dynamical systems. For a stochastic system, its relative entropy $D$ evolves in accordance with the second law of thermodynamics; its absolute entropy $H$ may also be so, provided that the…

Chaotic Dynamics · Physics 2010-08-31 X. San Liang

A generalization of the entropy production rate is proposed $\Pi_q$ in non-equilibrium systems by extending the formalism of classical stochastic thermodynamics to regimes with non-Gaussian fluctuations. Through the R\'enyi entropy $S_q$ ,…

Statistical Mechanics · Physics 2025-10-02 J. M. Nieto-Villar , R. Mansilla , I. Santamaria-Holek

Similarity-sensitive entropy measures the uncertainty of a probability law relative to a similarity kernel that encodes the distinguishability between states. We develop a measure-theoretic treatment covering both finite similarity matrices…

Probability · Mathematics 2026-05-29 Joseph Samuel Miller

We develop the stochastic approach to thermodynamics based on the stochastic dynamics, which can be discrete (master equation) continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of…

Statistical Mechanics · Physics 2015-06-11 Tânia Tomé , Mário J. de Oliveira

Predictability of behavior has emerged an an important characteristic in many fields including biology, medicine, and marketing. Behavior can be recorded as a sequence of actions performed by an individual over a given time period. This…

Methodology · Statistics 2017-11-13 Brian Vegetabile , Jenny Molet , Tallie Z. Baram , Hal Stern

For fluctuating currents in non-equilibrium steady states, the recently discovered thermodynamic uncertainty relation expresses a fundamental relation between their variance and the overall entropic cost associated with the driving. We show…

Statistical Mechanics · Physics 2017-07-12 Patrick Pietzonka , Felix Ritort , Udo Seifert

Accelerating mirrors provide a simple conceptual laboratory for studying particle production and the relation between trajectory and particle, energy, and entropy fluxes. We focus on the relation between energy and entropy, studying some…

General Relativity and Quantum Cosmology · Physics 2019-01-23 Michael R. R. Good , Eric V. Linder

We introduce variants of relative entropy of entanglement based on the optimal distinguishability from unentangled states by means of restricted measurements. In this way, we are able to prove that the standard regularized entropy of…

Quantum Physics · Physics 2010-01-29 M. Piani

In this paper we consider convergence of moments in the small-time limit theorems for L\'evy processes. We provide precise asymptotics for all the absolute moments of positive order. The convergence of moments in limit theorems holds…

Probability · Mathematics 2022-04-26 Danijel Grahovac

Entropy production is arguably the most universally applicable measure of non-equilibrium behavior, particularly for systems coupled to a heat bath. This setting encompasses driven soft matter as well as biomolecular, biochemical, and…

Statistical Mechanics · Physics 2025-12-09 Udo Seifert