No Arabic abstract
Fluctuation geometry was recently proposed as a counterpart approach of Riemannian geometry of inference theory. This theory describes the geometric features of the statistical manifold $mathcal{M}$ of random events that are described by a family of continuous distributions $dp(x|theta)$. A main goal of this work is to clarify the statistical relevance of Levi-Civita curvature tensor $R_{ijkl}(x|theta)$ of the statistical manifold $mathcal{M}$. For this purpose, the notion of emph{irreducible statistical correlations} is introduced. Specifically, a distribution $dp(x|theta)$ exhibits irreducible statistical correlations if every distribution $dp(check{x}|theta)$ obtained from $dp(x|theta)$ by considering a coordinate change $check{x}=phi(x)$ cannot be factorized into independent distributions as $dp(check{x}|theta)=prod_{i}dp^{(i)}(check{x}^{i}|theta)$. It is shown that the curvature tensor $R_{ijkl}(x|theta)$ arises as a direct indicator about the existence of irreducible statistical correlations. Moreover, the curvature scalar $R(x|theta)$ allows to introduce a criterium for the applicability of the emph{gaussian approximation} of a given distribution function. This type of asymptotic result is obtained in the framework of the second-order geometric expansion of the distributions family $dp(x|theta)$, which appears as a counterpart development of the high-order asymptotic theory of statistical estimation. In physics, fluctuation geometry represents the mathematical apparatus of a Riemannian extension for Einsteins fluctuation theory of statistical mechanics. Some exact results of fluctuation geometry are now employed to derive the emph{invariant fluctuation theorems}.
The minimum entropy production principle provides an approximative variational characterization of close-to-equilibrium stationary states, both for macroscopic systems and for stochastic models. Analyzing the fluctuations of the empirical distribution of occupation times for a class of Markov processes, we identify the entropy production as the large deviation rate function, up to leading order when expanding around a detailed balance dynamics. In that way, the minimum entropy production principle is recognized as a consequence of the structure of dynamical fluctuations, and its approximate character gets an explanation. We also discuss the subtlety emerging when applying the principle to systems whose degrees of freedom change sign under kinematical time-reversal.
Starting from an axiomatic perspective, emph{fluctuation geometry} is developed as a counterpart approach of inference geometry. This approach is inspired on the existence of a notable analogy between the general theorems of emph{inference theory} and the the emph{general fluctuation theorems} associated with a parametric family of distribution functions $dp(I|theta)=rho(I|theta)dI$, which describes the behavior of a set of emph{continuous stochastic variables} driven by a set of control parameters $theta$. In this approach, statistical properties are rephrased as purely geometric notions derived from the emph{Riemannian structure} on the manifold $mathcal{M}_{theta}$ of stochastic variables $I$. Consequently, this theory arises as an alternative framework for applying the powerful methods of differential geometry for the statistical analysis. Fluctuation geometry has direct implications on statistics and physics. This geometric approach inspires a Riemannian reformulation of Einstein fluctuation theory as well as a geometric redefinition of the information entropy for a continuous distribution.
Macroscopic equations arising out of stochastic particle systems in detailed balance (called dissipative systems or gradient flows) have a natural variational structure, which can be derived from the large-deviation rate functional for the density of the particle system. While large deviations can be studied in considerable generality, these variational structures are often restricted to systems in detailed balance. Using insights from macroscopic fluctuation theory, in this work we aim to generalise this variational connection beyond dissipative systems by augmenting densities with fluxes, which encode non-dissipative effects. Our main contribution is an abstract framework, which for a given flux-density cost and a quasipotential, provides a decomposition into dissipative and non-dissipative components and a generalised orthogonality relation between them. We then apply this abstract theory to various stochastic particle systems -- independent copies of jump processes, zero-range processes, chemical-reaction networks in complex balance and lattice-gas models.
In Newtonian mechanics, any closed-system dynamics of a composite system in a microstate will leave all its individual subsystems in distinct microstates, however this fails dramatically in quantum mechanics due to the existence of quantum entanglement. Here we introduce the notion of a `coherent work process, and show that it is the direct extension of a work process in classical mechanics into quantum theory. This leads to the notion of `decomposable and `non-decomposable quantum coherence and gives a new perspective on recent results in the theory of asymmetry as well as early analysis in the theory of classical random variables. Within the context of recent fluctuation relations, originally framed in terms of quantum channels, we show that coherent work processes play the same role as their classical counterparts, and so provide a simple physical primitive for quantum coherence in such systems. We also introduce a pure state effective potential as a tool with which to analyze the coherent component of these fluctuation relations, and which leads to a notion of temperature-dependent mean coherence, provides connections with multi-partite entanglement, and gives a hierarchy of quantum corrections to the classical Crooks relation in powers of inverse temperature.
Quantitative studies of irreversibility in statistical mechanics often involve the consideration of a reverse process, whose definition has been the object of many discussions, in particular for quantum mechanical systems. Here we show that the reverse channel very naturally arises from Bayesian retrodiction, both in classical and quantum theories. Previous paradigmatic results, such as Jarzynskis equality, Crooks fluctuation theorem, and Tasakis two-measurement fluctuation theorem for closed driven quantum systems, are all shown to be consistent with retrodictive arguments. Also, various corrections that were introduced to deal with nonequilibrium steady states or open quantum systems are justified on general grounds as remnants of Bayesian retrodiction. More generally, with the reverse process constructed on consistent logical inference, fluctuation relations acquire a much broader form and scope.