- Open Access
Waiting-time-based entropy estimators in continuous space without Markovian events
Phys. Rev. E 114, 034109 – Published 4 September, 2026
DOI: https://doi.org/10.1103/zj2b-w93z
Abstract
Estimating entropy production in continuous systems that can only be observed with a limited resolution remains an open problem in stochastic thermodynamics. Existing estimators based on the measurement of waiting-time distributions either require the detection of Markovian events, which uniquely determine the state of the system, or assume a discrete underlying dynamics. We present a novel estimator that relies solely on the detection of a single particle leaving or entering regions, or crossing manifolds, in continuous space. This estimator is based on the frequency and the duration of transitions between such events. We derive this bound by introducing two kinds of discretization of space. Finally, we compare our novel bound to the thermodynamic uncertainty relation improved by correlations using simulations of a Brownian vortex, and we discuss its relation to other lower bounds to entropy production.
Physics Subject Headings (PhySH)
Article Text
References (54)
- K. Sekimoto, Stochastic Energetics (Springer, Berlin, 2010).
- C. Jarzynski, Equalities and inequalities: Irreversibility and the second law of thermodynamics at the nanoscale, Annu. Rev. Condens. Matter Phys. 2, 329 (2011).
- C. Van den Broeck and M. Esposito, Ensemble and trajectory thermodynamics: A brief introduction, Physica A 418, 6 (2015).
- L. Peliti and S. Pigolotti, Stochastic Thermodynamics. An Introduction (Princeton University Press, Princeton, NJ, 2021).
- N. Shiraishi, An Introduction to Stochastic Thermodynamics, Fundamental Theories of Physics (Springer, Singapore, 2023).
- U. Seifert, Stochastic Thermodynamics (Cambridge University Press, 2025).
- U. Seifert, From stochastic thermodynamics to thermodynamic inference, Annu. Rev. Condens. Matter Phys. 10, 171 (2019).
- C. Dieball and A. Godec, Perspective: Time irreversibility in systems observed at coarse resolution, J. Chem. Phys. 162, 090901 (2025).
- U. Seifert, Universal bounds on entropy production from fluctuating coarse-grained trajectories, Nat. Rev. Phys. 8, 493 (2026).
- T. Nishiyama and Y. Hasegawa, Upper bound for entropy production in Markov processes, Phys. Rev. E 108, 044139 (2023).
- G. Bakewell-Smith, F. Girotti, M. Guta, and J. P. Garrahan, General upper bounds on fluctuations of trajectory observables, Phys. Rev. Lett. 131, 197101 (2023).
- A. C. Barato and U. Seifert, Thermodynamic uncertainty relation for biomolecular processes, Phys. Rev. Lett. 114, 158101 (2015).
- T. R. Gingrich, J. M. Horowitz, N. Perunov, and J. L. England, Dissipation bounds all steady-state current fluctuations, Phys. Rev. Lett. 116, 120601 (2016).
- S. Rahav and C. Jarzynski, Fluctuation relations and coarse-graining, J. Stat. Mech. (2007) P09012.
- M. Esposito, Stochastic thermodynamics under coarse-graining, Phys. Rev. E 85, 041125 (2012).
- D. J. Skinner and J. Dunkel, Improved bounds on entropy production in living systems, Proc. Natl. Acad. Sci. USA 118, e2024300118 (2021).
- B. Ertel, J. van der Meer, and U. Seifert, Operationally accessible uncertainty relations for thermodynamically consistent semi-Markov processes, Phys. Rev. E 105, 044113 (2022).
- L. Oberreiter, U. Seifert, and A. C. Barato, Universal minimal cost of coherent biochemical oscillations, Phys. Rev. E 106, 014106 (2022).
- A. Dechant, J. Garnier-Brun, and S. I. Sasa, Thermodynamic bounds on correlation times, Phys. Rev. Lett. 131, 167101 (2023).
- C. Dieball and A. Godec, Thermodynamic correlation inequalities for finite times and transients, J. Phys. A 58, 255001 (2025).
- J. van der Meer, B. Ertel, and U. Seifert, Thermodynamic inference in partially accessible Markov networks: A unifying perspective from transition-based waiting time distributions, Phys. Rev. X 12, 031025 (2022).
- P. E. Harunari, A. Dutta, M. Polettini, and E. Roldan, What to learn from a few visible transitions' statistics? Phys. Rev. X 12, 041026 (2022).
- J. van der Meer, J. Degünther, and U. Seifert, Time-resolved statistics of snippets as general framework for model-free entropy estimators, Phys. Rev. Lett. 130, 257101 (2023).
- J. Gu, Counterexamples to the conjectured ordering between the waiting-time bound and the thermodynamic uncertainty bound on entropy production, arXiv:2601.04039.
- K. Song, D. E. Makarov, and E. Vouga, Information-theoretical limit on the estimates of dissipation by molecular machines using single-molecule fluorescence resonance energy transfer experiments, J. Chem. Phys. 161, 044111 (2024).
- K. Blom, K. Song, E. Vouga, A. Godec, and D. E. Makarov, Milestoning estimators of dissipation in systems observed at a coarse resolution, Proc. Natl. Acad. Sci. USA 121, e2318333121 (2024).
- M. Baiesi, T. Nishiyama, and G. Falasco, Effective estimation of entropy production with lacking data, Commun. Phys. 7, 264 (2024).
- J. H. Fritz, B. Ertel, and U. Seifert, Entropy estimation for partially accessible Markov networks based on imperfect observations: Role of finite resolution and finite statistics, Phys. Rev. E 111, 044106 (2025).
- A. M. Maier, J. H. Fritz, and U. Seifert, Pedestrian's approach to large deviations in semi-Markov processes with an application to entropy production, Phys. Rev. E 113, 014119 (2026).
- J. van der Meer and K. Saito, Thermodynamic bounds and error correction for faulty coarse graining, Phys. Rev. Res. 7, 043260 (2025).
- A. M. Maier, B. Häsler, and U. Seifert, Compensating random transition-detection blackouts in Markov networks, Phys. Rev. Lett. 136, 247101 (2026).
- A. Godec and D. E. Makarov, Challenges in inferring the directionality of active molecular processes from single-molecule fluorescence resonance energy transfer trajectories, J. Phys. Chem. Lett. 14, 49 (2023).
- A. Lapolla and A. Godec, Toolbox for quantifying memory in dynamics along reaction coordinates, Phys. Rev. Res. 3, L022018 (2021).
- L. Vollmar, R. Bebon, J. Schimpf, B. Flietel, S. Celiksoy, C. Sönnichsen, A. Godec, and T. Hugel, Model-free inference of memory in conformational dynamics of a multi-domain protein, J. Phys. A 57, 365001 (2024).
- X. Zhao, D. E. Makarov, and A. Godec, Towards Markov-state holography, New J. Phys. 27, 125002 (2025).
- B. Ertel and U. Seifert, Estimator of entropy production for partially accessible Markov networks based on the observation of blurred transitions, Phys. Rev. E 109, 054109 (2024).
- P. E. Harunari, Uncovering nonequilibrium from unresolved events, Phys. Rev. E 110, 024122 (2024).
- A. Lanza, I. Martínez-Martín, R. Tapia-Rojo, and S. Bo, Experimentally accessible measurement of irreversibility in stochastic systems by categorizing single-molecule displacements, Phys. Rev. X 16, 031052 (2026).
- E. Meyberg, J. Degünther, and U. Seifert, Entropy production from waiting-time distributions for overdamped Langevin dynamics, J. Phys. A 57, 25LT01 (2024).
- R. Filliger and P. Reimann, Brownian gyrator: A minimal heat engine on the nanoscale, Phys. Rev. Lett. 99, 230602 (2007).
- I. Di Terlizzi, M. Baiesi, and F. Ritort, Variance sum rule: Proofs and solvable models, New J. Phys. 26, 063013 (2024).
- P. Pietzonka, F. Ritort, and U. Seifert, Finite-time generalization of the thermodynamic uncertainty relation, Phys. Rev. E 96, 012101 (2017).
- J. M. Horowitz and T. R. Gingrich, Proof of the finite-time thermodynamic uncertainty relation for steady-state currents, Phys. Rev. E 96, 020103(R) (2017).
- A. Dechant and S. I. Sasa, Improving thermodynamic bounds using correlations, Phys. Rev. X 11, 041061 (2021).
- H. Risken, The Fokker-Planck Equation, 2nd ed. (Springer-Verlag, Berlin, 1989).
- P. Schwille, J. Korlach, and W. W. Webb, Fluorescence correlation spectroscopy with single-molecule sensitivity on cell and model membranes, Cytometry 36, 176 (1999).
- T. Otosu, K. Ishii, and T. Tahara, Multifocus fluorescence correlation spectroscopy with spatially separated excitation beams, Bull. Chem. Soc. Jpn. 92, 1495 (2019).
- D. Hartich and A. Godec, Emergent memory and kinetic hysteresis in strongly driven networks, Phys. Rev. X 11, 041047 (2021).
- S. N. Majumdar and A. Comtet, Airy distribution function: From the area under a Brownian excursion to the maximal height of fluctuating interfaces, J. Stat. Phys. 119, 777 (2005).
- E. Barkai, E. Aghion, and D. A. Kessler, From the area under the Bessel excursion to anomalous diffusion of cold atoms, Phys. Rev. X 4, 021036 (2014).
- F. Mori, S. N. Majumdar, and G. Schehr, Time between the maximum and the minimum of a stochastic process, Phys. Rev. Lett. 123, 200201 (2019).
- P. Pietzonka and U. Seifert, Entropy production of active particles and for particles in active baths, J. Phys. A 51, 01LT01 (2018).
- S. Redner, A Guide to First-passage Processes (Cambridge University Press, Cambridge, 2001).
- C. Dieball and A. Godec, Mathematical, thermodynamical, and experimental necessity for coarse graining empirical densities and currents in continuous space, Phys. Rev. Lett. 129, 140601 (2022).