Irreversibility and fluctuation theorem in stationary time series.


Journal Article

The relative entropy between the joint probability distribution of backward and forward sequences is used to quantify time asymmetry (or irreversibility) for stationary time series. The parallel with the thermodynamic theory of nonequilibrium steady states allows us to link the degree of asymmetry in the time signal with the distance from equilibrium and the lack of detailed balance among its states. We study the statistics of time asymmetry in terms of the fluctuation theorem, showing that this type of relationship derives from simple general symmetries valid for any stationary time series.

Full Text

Duke Authors

Cited Authors

  • Porporato, A; Rigby, JR; Daly, E

Published Date

  • March 2007

Published In

Volume / Issue

  • 98 / 9

Start / End Page

  • 094101 -

PubMed ID

  • 17359157

Pubmed Central ID

  • 17359157

Electronic International Standard Serial Number (EISSN)

  • 1079-7114

International Standard Serial Number (ISSN)

  • 0031-9007

Digital Object Identifier (DOI)

  • 10.1103/physrevlett.98.094101


  • eng