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We consider a general honest homogeneous continuous-time Markov process with restarts. The process is forced to restart from a given distribution at time moments generated by an independent Poisson process. The motivation to study such…

Probability · Mathematics 2012-06-26 Konstantin Avrachenkov , Alexei Piunovskiy , Zhang Yi

A stochastic algorithm is proposed, finding some elements from the set of intrinsic $p$-mean(s) associated to a probability measure $\nu$ on a compact Riemannian manifold and to $p\in[1,\infty)$. It is fed sequentially with independent…

Probability · Mathematics 2016-06-24 Marc Arnaudon , Laurent Miclo

The deep connection between entropy and information is discussed in terms of both classical and quantum physics. The mechanism of information transfer between systems via entanglement is explored in the context of decoherence theory. The…

Quantum Physics · Physics 2021-01-05 Martin Paul Vaughan

In this work, we are concerned with existence and uniqueness of invariant measures for path-dependent random diffusions and their time discretizations. The random diffusion here means a diffusion process living in a random environment…

Probability · Mathematics 2017-06-20 Jianhai Bao , Jinghai Shao , Chenggui Yuan

Active matter encompasses systems whose individual consituents dissipate energy to exert propelling forces on their environment. This rapidly developing field harbors a dynamical phenomenology with no counterpart in passive systems. The…

Statistical Mechanics · Physics 2023-12-19 Jérémy O'Byrne , Yariv Kafri , Julien Tailleur , Frédéric van Wijland

The aim of this article is to analyze the relation between the second law of thermodynamics and the so-called arrow of time. For this purpose, a number of different aspects in this arrow of time are distinguished, in particular those of…

Statistical Mechanics · Physics 2007-05-23 Jos Uffink

The arrow of time can be quantified through the Kullback-Leibler divergence ($D_{KL}$) between the distributions of forward and reverse trajectories in a system. Many approaches to estimate this rely on specific models, but the use of…

Statistical Mechanics · Physics 2024-12-30 Trevor GrandPre , Gianluca Teza , William Bialek

Inverse optimal control can be used to characterize behavior in sequential decision-making tasks. Most existing work, however, is limited to fully observable or linear systems, or requires the action signals to be known. Here, we introduce…

Machine Learning · Computer Science 2023-10-31 Dominik Straub , Matthias Schultheis , Heinz Koeppl , Constantin A. Rothkopf

Time-delay embedding is a powerful technique for reconstructing the state space of nonlinear time series. However, the fidelity of reconstruction relies on the assumption that the time-delay map is an embedding, which is implicitly…

Computation · Statistics 2026-02-02 Yiting Duan , Zhikun Zhang , Yi Guo

The fundamental time-reversal invariance of dynamical systems can be broken in various ways. One way is based on the presence of resonances and their interactions giving rise to unstable dynamical systems, leading to well-defined time…

Quantum Physics · Physics 2009-11-11 Robert C. Bishop

The interface between classical physics and quantum physics is explained from the point of view of quantum information theory (Feynman Processes). The interpretation depends on a hefty sacrifice: the classical determinism or the arrow of…

General Physics · Physics 2008-03-18 Lucian M. Ionescu

Prediction of events is the challenge in many different disciplines, from meteorology to finance; the more this task is difficult, the more a system is {\it complex}. Nevertheless, even according to this restricted definition, a general…

chao-dyn · Physics 2007-05-23 Maurizio Serva

In this work, conditional entropy is used to quantify the information loss induced by passing a continuous random variable through a memoryless nonlinear input-output system. We derive an expression for the information loss depending on the…

Information Theory · Computer Science 2012-02-03 Bernhard C. Geiger , Christian Feldbauer , Gernot Kubin

Quantum coherence is an exquisitely quantum phenomenon that depends on both probability amplitudes and relative phases. Standard coherence measures quantify superposition within density matrices but cannot distinguish ensembles that produce…

Quantum Physics · Physics 2026-05-29 Cameron Hahn , Nishan Ranabhat , Fabio Anza

One of the stunning consequences of quantum correlations in thermodynamics is the reversal of the arrow of time, recently shown experimentally in [K. Micadei, et al., Nat. Commun. 10:2456 (2019)], and manifesting itself by a reversal of the…

Quantum Physics · Physics 2019-11-13 Camille L. Latune , Ilya Sinayskiy , Francesco Petruccione

Probabilistic settings (e.g., vanishing-error channel coding) and non-probabilistic settings (e.g., zero-error channel coding and adversarial channels) were considered two related but different branches of information theory which do not…

Information Theory · Computer Science 2026-04-14 Cheuk Ting Li

In spite of the fact that the Newtonian dynsmics of the underlying molecules do not seem to favor one direction of time over its opposite, the non-decreasing entropy of macroscopic physical systems provides a unique direction to 'the arrow…

Chaotic Dynamics · Physics 2007-05-23 Edward D Weinberger

Quantum escape of a particle via a time-dependent confining potential in a semi-infinite one-dimensional space is discussed. We describe the time-evolution of escape states in terms of scattering states of the quantum open system, and…

Statistical Mechanics · Physics 2013-12-03 Tooru Taniguchi , Shin-ichi Sawada

Due to the absence of an external, classical time variable, the probabilistic predictions of covariant quantum theory are ambiguous when multiple measurements are considered. Here, we introduce an information theoretic framework to the…

Quantum Physics · Physics 2011-11-09 S. Jay Olson , Jonathan P. Dowling

I introduce a general, Bayesian method for modelling univariate time series data assumed to be drawn from a continuous, stochastic process. The method accommodates arbitrary temporal sampling, and takes into account measurement…

Instrumentation and Methods for Astrophysics · Physics 2012-10-24 C. A. L. Bailer-Jones