Related papers: The law of series
We consider an ergodic process on finitely many states, with positive entropy. Our first main result asserts that the distribution function of the normalized waiting time for the first visit to a small (i.e., over a long block) cylinder set…
We construct new examples of cylinder flows, given by skew product extensions of irrational rotations on the circle, that are ergodic and rationally ergodic along a subsequence of iterates. In particular, they exhibit law of large numbers.…
A distributional symmetry is invariance of a distribution under a group of transformations. Exchangeability and stationarity are examples. We explain that a result of ergodic theory provides a law of large numbers: If the group satisfies…
Results of Wyner and Ziv and of Ornstein and Weiss show that if one observes the first k outputs of a finite-valued ergodic process, then the waiting time until this block appears again is almost surely asymptotic to $2^{hk}$, where $h$ is…
This brief pedagogical note re-proves a simple theorem on the convergence, in $L_2$ and in probability, of time averages of non-stationary time series to the mean of expectation values. The basic condition is that the sum of covariances…
We study the sum of first passage times along an arbitrary cycle made up of N>2 states of a small physical system. We show that, if the system is at thermodynamic equilibrium, this sum follows the same probability distribution regardless of…
In the framework of statistical mechanics the properties of macroscopic systems are deduced starting from the laws of their microscopic dynamics. One of the key assumptions in this procedure is the ergodic property, namely the equivalence…
In a stationary ergodic process, clustering is defined as the tendency of events to appear in series of increased frequency separated by longer breaks. Such behavior, contradicting the theoretical "unbiased behavior" with exponential…
Non-equilibrium fluctuations of various stochastic variables, such as work and entropy production, have been widely discussed recently in the context of large deviations, cumulants and fluctuation relations. Typically, one looks at the…
We consider simple exclusion processes on Z for which the underlying random walk has a finite first moment and a non-zero mean and whose initial distributions are product measures with different densities to the left and to the right of the…
In a macroscopic (quantum or classical) Hamiltonian system, we prove the second law of thermodynamics in the forms of the minimum work principle and the law of entropy increase, under the assumption that the initial state is described by a…
In ergodic physical systems, time-averaged quantities converge (for large times) to their ensemble-averaged values. Large deviation theory describes rare events where these time averages differ significantly from the corresponding ensemble…
Statistical mechanics descriptions of the second law of thermodynamics generally imply point-like particles driven by a dissipative overall mechanism for their simultaneous time-evolution. As the number of involved particles grows larger,…
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…
The observed general time-asymmetric behavior of macroscopic systems -- embodied in the second law of thermodynamics -- arises naturally from time-symmetric microscopic laws due to the great disparity between macro and micro-scales. More…
Fluctuations of observables as functions of time, or "fluctuation patterns", are studied in a chaotic microscopically reversible system that has irreversibly reached a nonequilibrium stationary state. Supposing that during a certain, long…
We prove that for any $\alpha$-mixing stationnary process the hitting time of any $n$-string $A_n$ converges, when suitably normalized, to an exponential law. We identify the normalization constant $\lambda(A_n)$. A similar statement holds…
Time-asymmetric behavior as embodied in the second law of thermodynamics is observed in {\it individual macroscopic} systems. It can be understood as arising naturally from time-symmetric microscopic laws when account is taken of a) the…
A hypothesis proposed in the paper (Entropy 2017, 19, 345) on the deductive formulation of a physical theory based on explicitly- and universally-introduced basic concepts is further developed. An entropic measure of time with a number of…
We study a G/GI/1 single-server queuing model with i.i.d.\ service times that are independent of a stationary process of inter-arrival times. We show that the distribution of the waiting time converges to a stationary law as time tends to…