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A version of the second law of thermodynamics states that one cannot lower the energy of an isolated system by a cyclic operation. We prove this law without introducing statistical ensembles and by resorting only to quantum mechanics. We…

Statistical Mechanics · Physics 2013-04-02 Sheldon Goldstein , Takashi Hara , Hal Tasaki

The second law of thermodynamics is asymmetric with respect to time as it says that the entropy of the universe must have been lower in the past and will be higher in the future. How this time-asymmetric law arises from the time-symmetric…

Statistical Mechanics · Physics 2021-06-07 Sivapalan Chelvaniththilan

We study returns in dynamical systems: when a set of points, initially populating a prescribed region, swarms around phase space according to a deterministic rule of motion, we say that the return of the set occurs at the earliest moment…

Chaotic Dynamics · Physics 2015-05-13 Giorgio Mantica , Sandro Vaienti

We study convergence of return- and hitting-time distributions of small sets $E_{k}$ with $\mu(E_{k})\rightarrow0$ in recurrent ergodic dynamical systems preserving an infinite measure $\mu$. Some properties which are easy in finite measure…

Dynamical Systems · Mathematics 2018-09-05 Simon Rechberger , Roland Zweimüller

The arrow of time is an irreversible phenomenon for a system of particles undergoing reversible dynamics. Since the time of Boltzmann to this day, the arrow of time has led to debate and research. However, the enormous growth of…

Statistical Mechanics · Physics 2020-07-22 Derek Wright , Roshan Klein-Seetharaman , Susanta K. Sarkar

In classical physics the joint probability of a number of individually rare independent events is given by the Poisson distribution. It describes, for example, unidirectional transfer of population between the densely and sparsely populated…

Quantum Physics · Physics 2015-06-12 Dmitri Sokolovski

Dynamical processes can be classified in various ways as deterministic or stochastic, and continuous or discrete time. All these types can be studied by the path-spaces they generate, and stationary measures on that path-space. Such…

Dynamical Systems · Mathematics 2026-03-19 Suddhasattwa Das

It is a common belief that in any environment where life is possible, life will be generated. Here it is suggested that the cause for a spontaneous generation of complex systems is probability driven processes. Based on equilibrium…

Information Theory · Computer Science 2007-11-29 Oded Kafri

We treat a quantum mechanical system with certain general properties which are expected to be common in macroscopic quantum systems. Starting from a PURE initial state (which may not describe an equilibrium) in which energy is mildly…

Statistical Mechanics · Physics 2007-05-23 Hal Tasaki

In this paper we study the distribution of hitting and return times for observations of dynamical systems. We apply this results to get an exponential law for the distribution of hitting and return times for rapidly mixing random dynamical…

Dynamical Systems · Mathematics 2015-06-19 Jerome Rousseau

The first-passage time is proposed as an independent thermodynamic parameter of the statistical distribution that generalizes the Gibbs distribution. The theory does not include the determination of the first passage statistics itself. A…

Statistical Mechanics · Physics 2022-08-22 V. V. Ryazanov

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

The distribution of recurrence times or return intervals between extreme events is important to characterize and understand the behavior of physical systems and phenomena in many disciplines. It is well known that many physical processes in…

Statistical Finance · Quantitative Finance 2008-12-29 M. S. Santhanam , Holger Kantz

We analyze the asymptotic behavior of sequences of random variables defined by an initial condition, a stationary and ergodic sequence of random matrices, and an induction formula involving multiplication is the so-called max-plus algebra.…

Probability · Mathematics 2008-03-12 Glenn Merlet

We investigate continuous time random walks with truncated $\alpha$-stable trapping times. We prove distributional ergodicity for a class of observables; namely, the time-averaged observables follow the probability density function called…

Statistical Mechanics · Physics 2015-05-27 Tomoshige Miyaguchi , Takuma Akimoto

We study the rare event behavior of the workload process in a transitory queue, where the arrival epochs (or points) of a finite number of jobs are assumed to be the ordered statistics of independent and identically distributed (i.i.d.)…

Probability · Mathematics 2017-05-24 Harsha Honnappa

We give a generalization of the ergodic theorem for semi-Markov linear-type processes. This generalization is proved for the case when a common support of distributions defining this process is not arithmetic. Also we give an uniform…

Probability · Mathematics 2016-03-22 Galina A. Zverkina

We study time series concerning rare events. The occurrence of a rare event is depicted as a jump of constant intensity always occurring in the same direction, thereby generating an asymmetric diffusion process. We consider the case where…

Statistical Mechanics · Physics 2007-05-23 Paolo Grigolini , Luigi Palatella , Giacomo Raffaelli

We show that the probability distribution function that best fits the distribution of return times between two consecutive visits of a chaotic trajectory to finite size regions in phase space deviates from the exponential statistics by a…

Chaotic Dynamics · Physics 2015-05-13 Murilo S. Baptista , Dariel M. Maranhao , Jose C. Sartorelli

Consider the random process that starts with $n$ vertices and no edges, where the edges of $K_n$ are added one at a time in a uniformly chosen random order $e_1, e_2,\ldots, e_{\binom{n}{2}}$. Let $T$ be the earliest time at which $e_1$…

Combinatorics · Mathematics 2025-12-16 Nir Lavee , Nati Linial