Estimating dissipation from single stationary trajectories

Phys Rev Lett. 2010 Oct 8;105(15):150607. doi: 10.1103/PhysRevLett.105.150607. Epub 2010 Oct 8.

Abstract

In this Letter we show that the time reversal asymmetry of a stationary time series provides information about the entropy production of the physical mechanism generating the series, even if one ignores any detail of that mechanism. We develop estimators for the entropy production which can detect nonequilibrium processes even when there are no measurable flows in the time series.