Thermodynamic uncertainty relation for first-passage times on Markov chains

نویسندگان

چکیده

We derive a thermodynamic uncertainty relation (TUR) for first-passage times (FPTs) on continuous time Markov chains. The TUR utilizes the entropy production coming from bidirectional transitions, and net flux unidirectional to provide lower bound FPT fluctuations. As every transition can also be seen as pair of separate ones, our approach typically yields an ensemble TURs. tightest fluctuations then obtained this by simple physically motivated optimization procedure. results presented herein are valid arbitrary initial conditions, out-of-equilibrium dynamics, therefore well suited describe inherently irreversible event. They thus readily applied myriad problems that arise across wide range disciplines.Received 5 April 2021Accepted 14 July 2021DOI:https://doi.org/10.1103/PhysRevResearch.3.L032034Published American Physical Society under terms Creative Commons Attribution 4.0 International license. Further distribution work must maintain attribution author(s) published article's title, journal citation, DOI.Published SocietyPhysics Subject Headings (PhySH)Research AreasThermodynamicsTechniquesFirst passage problemsStatistical Physics

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Simple Procedures for Finding Mean First Passage Times in Markov Chains

The derivation of mean first passage times in Markov chains involves the solution of a family of linear equations. By exploring the solution of a related set of equations, using suitable generalized inverses of the Markovian kernel I – P, where P is the transition matrix of a finite irreducible Markov chain, we are able to derive elegant new results for finding the mean first passage times. As ...

متن کامل

Distribution of First Passage Times for Lumped States in Markov Chains

First passage time in Markov chains is defined as the first time that a chain passes a specified state or lumped states. This state or lumped states may indicate first passage time of an interesting, rare and amazing event. In this study, obtaining distribution of the first passage time relating to lumped states which are constructed by gathering the states through lumping method for a irreduci...

متن کامل

Stationary Distributions and Mean First Passage Times of Perturbed Markov Chains

Stationary distributions of perturbed finite irreducible discrete time Markov chains are intimately connected with the behaviour of associated mean first passage times. This interconnection is explored through the use of generalized matrix inverses. Some interesting qualitative results regarding the nature of the relative and absolute changes to the stationary probabilities are obtained togethe...

متن کامل

Generalized Inverses, Stationary Distributions and Mean First Passage Times with applications to Perturbed Markov Chains

Abstract In an earlier paper (Hunter, 2002) it was shown that mean first passage times play an important role in determining bounds on the relative and absolute differences between the stationary probabilities in perturbed finite irreducible discrete time Markov chains. Further when two perturbations of the transition probabilities in a single row are carried out the differences between the sta...

متن کامل

Markov Chain Sensitivity Measured by Mean First Passage Times

The purpose of this article is to present results concerning the sensitivity of the stationary probabilities for a n-state, time-homogeneous, irreducible Markov chain in terms of the mean first passage times in the chain.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Physical review research

سال: 2021

ISSN: ['2643-1564']

DOI: https://doi.org/10.1103/physrevresearch.3.l032034