Time irreversibility and amplitude irreversibility measures for nonequilibrium processes

DOI10.1016/J.CNSNS.2020.105688zbMath1461.62218arXiv2008.10415OpenAlexW3116774833MaRDI QIDQ2656046

Matjaž Perc, Jiafei Dai, Wenpo Yao, Jun Wang, Dezhong Yao, Daqing Guo, Wen-Li Yao

Publication date: 10 March 2021

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.10415

zbMATH Keywords

permutationtime irreversibilityfluctuation theoremsnonequilibriumamplitude irreversibility

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to physics (62P35) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

Related Items (3)

Comparative analysis of the original and amplitude permutations ⋮ Comparative analysis of time irreversibility and amplitude irreversibility based on joint permutation ⋮ Time irreversibility analysis and abnormality detection based on Riemannian geometry for complex time series

Uses Software

• PhysioToolkit

Cites Work

• Time-reversibility of linear stochastic processes
• Unnamed Item

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