相关论文: An ergodic process of zero divergence-distance fro…
The problem of prediction consists in forecasting the conditional distribution of the next outcome given the past. Assume that the source generating the data is such that there is a stationary ergodic predictor whose error converges to zero…
We consider biased ensembles of trajectories associated with large deviations of currents in equilibrium systems. The biased ensembles are characterised by non-zero currents and lack the time-reversal symmetry of the equilibrium state, but…
We consider continuous--time Markov kinetics with a finite number of states and a given positive equilibrium distribution P*. For an arbitrary probability distribution $P$ we study the possible right hand sides, dP/dt, of the Kolmogorov…
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…
Entropy production quantifies the amount of irreversibility of a physical process, leading to fundamental bounds for thermodynamic quantities. It captures the inability to run a physical system forward and then backward, bringing it to the…
We consider the extreme value statistics of centrally-biased random walks with asymptotically-zero drift in the ergodic regime. We fully characterize the asymptotic distribution of the maximum for this class of Markov chains lacking…
This work develops a rigorous framework for analysing ergodicity and mixing in time-inhomogeneous quantum dynamics. It considers quantum evolutions generated by sequences of quantum channels and examines in detail the relationship between…
We discuss several examples of point processes (all taken from Hough, Krishnapur, Peres, Vir\'ag (2009)) for which the autocorrelation and diffraction measures can be calculated explicitly. These include certain classes of determinantal and…
The second law of thermodynamics states that entropy production in macroscopic systems is non-negative, reaching zero only at thermodynamic equilibrium. As a corollary, this implies that the state trajectory of macroscopic systems is…
We study dynamical reversibility in stationary stochastic processes from an information theoretic perspective. Extending earlier work on the reversibility of Markov chains, we focus on finitary processes with arbitrarily long conditional…
We study a continuous-time random walk, $X$, on $\mathbb{Z}^d$ in an environment of dynamic random conductances taking values in $(0, \infty)$. We assume that the law of the conductances is ergodic with respect to space-time shifts. We…
Using the recently derived Dissipation Theorem and a corollary of the Transient Fluctuation Theorem (TFT), namely the Second Law Inequality, we derive the unique time independent, equilibrium phase space distribution function for an ergodic…
We study the temporal dissipation of variance and relative entropy for ergodic Markov Chains in continuous time, and compute explicitly the corresponding dissipation rates. These are identified, as is well known, in the case of the variance…
Explicit calculations in dimension one show for Schur stable autoregressive processes with standard Gaussian noise that the ergodic convergence in the Wasserstein-$2$ distance is essentially given by the sum of the mean, which decays…
Birkhoff's theorem states that for an ergodic automorphism, the time averages converge to the space average. Given sequence $\psi(n)\to+0$, U. Krengel proved that for any ergodic automorphism there is an indicator such that the…
The issue of irreversibility in a universe with time-reversal-symmetric laws is a central problem in physics. % , and, in particular, to statistical mechanics, information theory and quantum thermodynamics. In this letter, we discuss for…
We introduce an optical system (a coupler) obeying parity-time ($PT$) symmetry with odd-time reversal, $T^2=-1$. It is implemented with two birefringent waveguides embedded in an anti-$PT$-symmetric medium. The system possesses properties…
We consider a point process sequence induced by a stationary symmetric alpha-stable (0 < alpha < 2) discrete parameter random field. It is easy to prove, following the arguments in the one-dimensional case in Resnick and Samorodnitsky…
The absence of time-reversal symmetry is a fundamental property of many nonlinear time series. Here, we propose a new set of statistical tests for time series irreversibility based on standard and horizontal visibility graphs. Specifically,…
We show that a certain type of quasi finite, conservative, ergodic, measure preserving transformation always has a maximal zero entropy factor, generated by predictable sets. We also construct a conservative, ergodic, measure preserving…