Bounds on Fluctuations of First Passage Times for Counting Observables in Classical and Quantum Markov Processes

TL;DR

This paper establishes rigorous bounds and large deviation principles for the first passage times of counting observables in classical and quantum Markov processes, extending fluctuation analysis tools to these stochastic systems.

Contribution

It provides the first rigorous proofs of large deviation principles and fluctuation bounds for first passage times in both classical and quantum Markov processes.

Findings

Proved a large deviation principle for classical FPTs.

Derived concentration inequalities for quantum jump counts.

Established tail bounds for arbitrary counting observables.

Abstract

We study the statistics of first passage times (FPTs) of trajectory observables in both classical and quantum Markov processes. We consider specifically the FPTs of counting observables, that is, the times to reach a certain threshold of a trajectory quantity which takes values in the positive integers and is non-decreasing in time. For classical continuous-time Markov chains we rigorously prove: (i) a large deviation principle (LDP) for FPTs, whose corollary is a strong law of large numbers; (ii) a concentration inequality for the FPT of the dynamical activity, which provides an upper bound to the probability of its fluctuations to all orders; and (iii) an upper bound to the probability of the tails for the FPT of an arbitrary counting observable. For quantum Markov processes we rigorously prove: (iv) the quantum version of the LDP, and subsequent strong law of large numbers, for the FPTs of generic counts of quantum jumps; (v) a concentration bound for the the FPT of total number of quantum jumps, which provides an upper bound to the probability of its fluctuations to all orders, together with a similar bound for the sub-class of quantum reset processes which requires less strict irreducibility conditions; and (vi) a tail bound for the FPT of arbitrary counts. Our results allow to extend to FPTs the so-called "inverse thermodynamic uncertainty relations" that upper bound the size of fluctuations in time-integrated quantities. We illustrate our results with simple examples.