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Periodic driving is used to operate machines that go from standard macroscopic engines to small non-equilibrium micro-sized systems. Two classes of such systems are small heat engines driven by periodic temperature variations and molecular…

统计力学 · 物理学 2017-11-16 Somrita Ray , Andre C. Barato

In the field of large deviations for stochastic dynamics, the canonical conditioning of a given Markov process with respect to a given time-local trajectory observable over a large time-window has attracted a lot of interest recently. In…

统计力学 · 物理学 2024-01-24 Cecile Monthus

In his 2011 work, Maas has shown that the law of any time-reversible continuous-time Markov chain with finite state space evolves like a gradient flow of the relative entropy with respect to its stationary distribution. In this work we show…

概率论 · 数学 2015-04-03 Helge Dietert

A method of constructing Markov chains on finite state spaces is provided. The chain is specified by three constraints: stationarity, dependence and marginal distributions. The generalized Pythagorean theorem in information geometry plays a…

统计理论 · 数学 2024-07-26 Tomonari Sei

In any Markov chain with finite state space the distribution of transition records always belongs to the exponential family. This observation is used to prove a fluctuation theorem, and to show that the dynamical entropy of a stationary…

统计力学 · 物理学 2009-11-11 Jan Naudts , Erik Van der Straeten

It is known that the distribution of nonreversible Markov processes breaking the detailed balance condition converges faster to the stationary distribution compared to reversible processes having the same stationary distribution. This is…

统计力学 · 物理学 2021-06-30 Francesco Coghi , Raphael Chetrite , Hugo Touchette

We consider a strictly substochastic matrix or an stochastic matrix with absorbing states. By using quasi-stationary distributions one shows there is a canonical associated stationary Markov chain. Based upon $2-$stringing representation of…

概率论 · 数学 2019-10-03 Servet Martínez

A discrete-time Markov chain can be transformed into a new Markov chain by looking at its states along iterations of an almost surely finite stopping time. By the optional stopping theorem, any bounded harmonic function with respect to the…

概率论 · 数学 2022-05-04 Iddo Ben-Ari , Behrang Forghani

We present a general method to identify an arbitrary number of fluctuating quantities which satisfy a detailed fluctuation theorem for all times within the framework of time-inhomogeneous Markovian jump processes. In doing so we provide a…

统计力学 · 物理学 2018-10-11 Riccardo Rao , Massimiliano Esposito

We consider two approaches to study non-reversible Markov processes, namely the Hypocoercivity Theory (HT) and GENERIC (General Equations for Non-Equilibrium Reversible-Irreversible Coupling); the basic idea behind both of them is to split…

概率论 · 数学 2023-01-25 Manh Hong Duong , Michela Ottobre

We provide a proof of a recently conjectured universal bound on current fluctuations in Markovian processes. This bound establishes a link between the fluctuations of an individual observable current, the cycle affinities driving the system…

统计力学 · 物理学 2016-07-26 Patrick Pietzonka , Andre C. Barato , Udo Seifert

We study the symmetry of large deviation functions associated with time-integrated currents in Markov pure jump processes. One current known to have this symmetry is the fluctuating entropy production and this is the content of the…

统计力学 · 物理学 2012-12-03 A. C. Barato , R. Chetrite

Based on direct numerical simulations with point-like inertial particles, with Stokes numbers, $\textrm{St}=0, 0.5$, $3$, and $6$, transported by homogeneous and isotropic turbulent flows, we present in this letter for the first time…

流体动力学 · 物理学 2022-06-27 A. Fuchs , M. Obligado , M. Bourgoin , M. Gibert , P. D. Mininni , J. Peinke

In this short note we consider semi-Markov processes satisfying the condition of direction-time independence (Markov renewal processes). We derive large deviation principles and fluctuation theorems for the empirical current and the…

统计力学 · 物理学 2017-09-19 A. Faggionato

We give computable bounds on the rate of convergence of the transition probabilities to the stationary distribution for a certain class of geometrically ergodic Markov chains. Our results are different from earlier estimates of Meyn and…

概率论 · 数学 2007-05-23 Peter H. Baxendale

This PhD thesis deals with the Markov picture of developed turbulence from the theoretical point of view. The thesis consists of two parts. The first part introduces stochastic thermodynamics, the second part aims at transferring the…

统计力学 · 物理学 2015-10-22 Daniel Nickelsen

A two-dimensional inviscid incompressible fluid is governed by simple rules. Yet, to characterise its long-time behaviour is a knotty problem. The fluid evolves according to Euler's equations: a non-linear Hamiltonian system with infinitely…

数学物理 · 物理学 2024-01-25 Klas Modin , Milo Viviani

The inference of thermodynamic quantities from the description of an only partially accessible physical system is a central challenge in stochastic thermodynamics. A common approach is coarse-graining, which maps the dynamics of such a…

统计力学 · 物理学 2022-08-19 Jann van der Meer , Benjamin Ertel , Udo Seifert

Disentangling irreversible and reversible forces from random fluctuations is a challenging problem in the analysis of stochastic trajectories measured from real-world dynamical systems. We present an approach to approximate the dynamics of…

We study inhomogeneous continuous-time weakly ergodic Markov chains with a finite state space. We introduce the notion of a Markov chain with the regular structure of an infinitesimal matrix and study the sharp upper bounds on the rate of…

概率论 · 数学 2020-02-17 A. I. Zeifman , Y. A. Satin , K. M. Kiseleva