170 citations · 1.5k across the 37 of their papers we have counts for
4 papers · 1 filter
Martingales for physicists: A treatise on stochastic thermodynamics and beyond
Édgar Roldán, Izaak Neri, Raphael Chetrite +4
We review the theory of martingales as applied to stochastic thermodynamics and stochastic processes in physics more generally.
Multicyclic norias: a first-transition approach to extreme values of the currents
Matteo Polettini, Izaak Neri
For continuous-time Markov chains we prove that, depending on the notion of effective affinity , the probability of an edge current to ever become negative is either if $F<…
Extreme value statistics of edge currents in Markov jump processes and their use for entropy production estimation
Izaak Neri, Matteo Polettini
The infimum of an integrated current is its extreme value against the direction of its average flow. Using martingale theory, we show that the infima of integrated edge currents in…
Estimating Entropy Production Rates with First-Passage Processes
Izaak Neri
We consider the problem of estimating the mean entropy production rate in a nonequilibrium process from the measurements of first-passage quantities associated with a single curren…