Optimal time estimation and the clock uncertainty relation for stochastic processes

Abstract

Time estimation is a fundamental task that underpins precision measurement, global navigation systems, financial markets, and the organisation of everyday life. Many biological processes also depend on time estimation by nanoscale clocks, whose performance can be significantly impacted by random fluctuations. In this work, we formulate the problem of optimal time estimation for Markovian stochastic processes, and present its general solution in the asymptotic (long-time) limit. Specifically, we obtain a tight upper bound on the precision of any time estimate constructed from sustained observations of a classical, Markovian jump process. This bound is controlled by the mean residual time, i.e. the expected wait before the first jump is observed. As a consequence, we obtain a universal bound on the signal-to-noise ratio of arbitrary currents and counting observables in the steady state. This bound is similar in spirit to the kinetic uncertainty relation but provably tighter, and we explicitly construct the counting observables that saturate it. Our results establish ultimate precision limits for an important class of observables in non-equilibrium systems, and demonstrate that the mean residual time, not the dynamical activity, is the measure of freneticity that tightly constrains fluctuations far from equilibrium.

v1: 13+16 pages, 9 figures. Comments welcome! v2: Final author version. Significant additions and improvements, including an application to the detection of hidden states or quantum/non-Markovian dynamics

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• Universal Precision Limits in General Open Quantum Systems
• Precision of an autonomous demon exploiting nonthermal resources and information
• A Quantum Mechanical Pendulum Clock