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We study the exponential dissipation of entropic functionals for continuous time Markov chains and the associated convex Sobolev inequalities, including MLSI and Beckner inequalities. We propose a method that combines the Bakry \'Emery…

概率论 · 数学 2020-05-28 Giovanni Conforti

A new approach is used to describe the large time behavior of the non-local differential equation initially studied in [3]. Our approach is based upon the existence of infinitely many Lyapunov functionals and allows us to extend the…

偏微分方程分析 · 数学 2015-11-06 Danielle Hilhorst , Philippe Laurençot , Thanh-Nam Nguyen

The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant "additivity" properties: (i) existence of a…

数据分析、统计与概率 · 物理学 2013-11-12 A. N. Gorban , P. A. Gorban , G. Judge

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…

概率论 · 数学 2022-05-19 Ioannis Karatzas , Jan Maas , Walter Schachermayer

In this work, with the help of fractional calculus, it is shown a time dependence of entropy more general than the well known Pesin relation is derived. Here the equiprobability postulate is not assumed, the system dynamic in the phase…

统计力学 · 物理学 2021-05-07 O. Sotolongo-Costa , I. Rodríguez-Vargas

A new approach to non-extensive thermodynamical systems with non-additive energy and entropy is proposed. The main idea of the paper is based on the statistical matching of the thermodynamical systems with the additive multi-step Markov…

数据分析、统计与概率 · 物理学 2007-05-23 S. S. Apostolov , Z. A. Mayzelis , O. V. Usatenko , V. A. Yampol'skii

We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…

概率论 · 数学 2022-11-03 Zachary Bezemek , Konstantinos Spiliopoulos

Consider a system of interacting particles indexed by the nodes of a graph whose vertices are equipped with marks representing parameters of the model such as the environment or initial data. Each particle takes values in a countable state…

概率论 · 数学 2022-10-18 Ankan Ganguly , Kavita Ramanan

The dissipation phenomena of relative entropy from an It\^o--Langevin dynamical system is a classic topic from stochastic analysis. Relying on the time-reversal of diffusions, a novel trajectorial approach investigates the pathwise behavior…

概率论 · 数学 2025-10-03 Jiaming Chen

Traditional thermodynamic trade-off relations usually apply to quantities that depend linearly on probability distributions. In contrast, many important information-theoretic measures, such as entropies, are nonlinear and therefore…

统计力学 · 物理学 2026-02-17 Yoshihiko Hasegawa

Many complex structures and stochastic patterns emerge from simple kinetic rules and local interactions, and are governed by scale invariance properties in combination with effects of the global geometry. We consider systems that can be…

统计力学 · 物理学 2013-09-17 Adnan Ali , Robin C. Ball , Stefan Grosskinsky , Ellak Somfai

We consider a general framework for multi-type interacting particle systems on graphs, where particles move one at a time by random walk steps, different types may have different speeds, and may interact, possibly randomly, when they meet.…

概率论 · 数学 2025-05-15 John Haslegrave , Peter Keevash

We build on a previous statistical model for distributed systems and formulate it in a way that the deterministic and stochastic processes within the system are clearly separable. We show how internal fluctuations can be analysed in a…

adap-org · 物理学 2009-10-22 Iqbal Adjali , José-Luis Fernández-Villacañas , Michael Gell

Systems with interacting degrees of freedom play a prominent role in stochastic thermodynamics. Our aim is to use the concept of detached path probabilities and detached entropy production for bipartite Markov processes and elaborate on a…

统计力学 · 物理学 2017-10-17 Jannik Ehrich , Andreas Engel

We consider a discrete-time system of n coupled random vectors, a.k.a. interacting particles. The dynamics involve a vanishing step size, some random centered perturbations, and a mean vector field which induces the coupling between the…

概率论 · 数学 2025-06-09 Pascal Bianchi , Walid Hachem , Victor Priser

The limits of scaled relative entropies between probability distributions associated with N-particle weakly interacting Markov processes are considered. The convergence of such scaled relative entropies is established in various settings.…

概率论 · 数学 2015-02-16 Amarjit Budhiraja , Paul Dupuis , Markus Fischer , Kavita Ramanan

In this Article we review some recent progresses in the field of non-equilibrium linear response theory. We show how a generalization of the fluctuation-dissipation theorem can be derived for Markov processes, and discuss the…

统计力学 · 物理学 2007-07-06 Federico Corberi , Eugenio Lippiello , Marco Zannetti

We develop the idea of non-Markovian CTRW (continuous time random walk) approximation to the evolution of interacting particle systems, which leads to a general class of fractional kinetic measure-valued evolutions with variable order. We…

概率论 · 数学 2022-06-07 Vassili N. Kolokoltsov , Marianna S. Troeva

We consider the Fluctuation Dissipation Theorem (FDT) of statistical physics from a mathematical perspective. We formalize the concept of "linear response function" in the general framework of Markov processes. We show that for processes…

概率论 · 数学 2010-02-17 Amir Dembo , Jean-Dominique Deuschel

We study the spatio-temporal spreading of correlations in an ensemble of spins due to dissipation characterized by short- and long-range spatial profiles. We consider systems initially in an uncorrelated state, and find that correlations…

量子气体 · 物理学 2022-05-25 Kushal Seetharam , Alessio Lerose , Rosario Fazio , Jamir Marino
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