Irreversibility and fluctuation theorem in stationary time series.
Publication
, Journal Article
Porporato, A; Rigby, JR; Daly, E
Published in: Physical review letters
March 2007
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.
Duke Scholars
Published In
Physical review letters
DOI
EISSN
1079-7114
ISSN
0031-9007
Publication Date
March 2007
Volume
98
Issue
9
Start / End Page
094101
Related Subject Headings
- General Physics
- 51 Physical sciences
- 49 Mathematical sciences
- 40 Engineering
- 09 Engineering
- 02 Physical Sciences
- 01 Mathematical Sciences
Citation
APA
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ICMJE
MLA
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Porporato, A., Rigby, J. R., & Daly, E. (2007). Irreversibility and fluctuation theorem in stationary time series. Physical Review Letters, 98(9), 094101. https://doi.org/10.1103/physrevlett.98.094101
Porporato, A., J. R. Rigby, and E. Daly. “Irreversibility and fluctuation theorem in stationary time series.” Physical Review Letters 98, no. 9 (March 2007): 094101. https://doi.org/10.1103/physrevlett.98.094101.
Porporato A, Rigby JR, Daly E. Irreversibility and fluctuation theorem in stationary time series. Physical review letters. 2007 Mar;98(9):094101.
Porporato, A., et al. “Irreversibility and fluctuation theorem in stationary time series.” Physical Review Letters, vol. 98, no. 9, Mar. 2007, p. 094101. Epmc, doi:10.1103/physrevlett.98.094101.
Porporato A, Rigby JR, Daly E. Irreversibility and fluctuation theorem in stationary time series. Physical review letters. 2007 Mar;98(9):094101.
Published In
Physical review letters
DOI
EISSN
1079-7114
ISSN
0031-9007
Publication Date
March 2007
Volume
98
Issue
9
Start / End Page
094101
Related Subject Headings
- General Physics
- 51 Physical sciences
- 49 Mathematical sciences
- 40 Engineering
- 09 Engineering
- 02 Physical Sciences
- 01 Mathematical Sciences