Maintained by environmental fluxes, biological systems are thermodynamic processes that operate far from equilibrium without detailed-balanced dynamics. Yet, they often exhibit well defined nonequilibrium steady states (NESSs). More importantly, critical thermodynamic functionality arises directly from transitions among their NESSs, driven by environmental switching. Here, we identify the constraints on excess heat and dissipated work necessary to control a system that is kept far from equilibrium by background, uncontrolled “housekeeping” forces. We do this by extending the Crooks fluctuation theorem to transitions among NESSs, without invoking an unphysical dual dynamics. This and corresponding integral fluctuation theorems determine how much work must be expended when controlling systems maintained far from equilibrium. This generalizes thermodynamic feedback control theory, showing that Maxwellian Demons can leverage mesoscopic-state information to take advantage of the excess energetics in NESS transitions. We also generalize an approach recently used to determine the work dissipated when driving between functionally relevant configurations of an active energy-consuming complex system. Altogether, these results highlight universal thermodynamic laws that apply to the accessible degrees of freedom within the effective dynamic at any emergent level of hierarchical organization. By way of illustration, we analyze a voltage-gated sodium ion channel whose molecular conformational dynamics play a critical functional role in propagating action potentials in mammalian neuronal membranes.

The meromorphic functional calculus developed in Part I overcomes the nondiagonalizability of linear operators that arises often in the temporal evolution of complex systems and is generic to the metadynamics of predicting their behavior. Using the resulting spectral decomposition, we derive closed-form expressions for correlation functions, finite-length Shannon entropy-rate approximates, asymptotic entropy rate, excess entropy, transient information, transient and asymptotic state uncertainty, and synchronization information of stochastic processes generated by finite-state hidden Markov models. This introduces analytical tractability to investigating information processing in discrete-event stochastic processes, symbolic dynamics, and chaotic dynamical systems. Comparisons reveal mathematical similarities between complexity measures originally thought to capture distinct informational and computational properties. We also introduce a new kind of spectral analysis via coronal spectrograms and the frequency-dependent spectra of past-future mutual information. We analyze a number of examples to illustrate the methods, emphasizing processes with multivariate dependencies beyond pairwise correlation. An appendix presents spectral decomposition calculations for one example in full detail.

Virtually all questions that one can ask about the behavioral and structural complexity of a stochastic process reduce to a linear algebraic framing of a time evolution governed by an appropriate hidden-Markov process generator. Each type of question---correlation, predictability, predictive cost, observer synchronization, and the like---induces a distinct generator class. Answers are then functions of the class-appropriate transition dynamic. Unfortunately, these dynamics are generically nonnormal, nondiagonalizable, singular, and so on. Tractably analyzing these dynamics relies on adapting the recently introduced meromorphic functional calculus, which specifies the spectral decomposition of functions of nondiagonalizable linear operators, even when the function poles and zeros coincide with the operator's spectrum. Along the way, we establish special properties of the projection operators that demonstrate how they capture the organization of subprocesses within a complex system. Circumventing the spurious infinities of alternative calculi, this leads in the sequel, Part II, to the first closed-form expressions for complexity measures, couched either in terms of the Drazin inverse (negative-one power of a singular operator) or the eigenvalues and projection operators of the appropriate transition dynamic.

Nonlinearities in finite dimensions can be linearized by projecting them into infinite dimensions. Unfortunately, often the linear operator techniques that one would then use simply fail since the operators cannot be diagonalized. This curse is well known. It also occurs for finite-dimensional linear operators. We circumvent it by developing a meromorphic functional calculus that can decompose arbitrary functions of nondiagonalizable linear operators in terms of their eigenvalues and projection operators. It extends the spectral theorem of normal operators to a much wider class, including circumstances in which poles and zeros of the function coincide with the operator spectrum. By allowing the direct manipulation of individual eigenspaces of nonnormal and nondiagonalizable operators, the new theory avoids spurious divergences. As such, it yields novel insights and closed-form expressions across several areas of physics in which nondiagonalizable dynamics are relevant, including memoryful stochastic processes, open non unitary quantum systems, and far-from-equilibrium thermodynamics. The technical contributions include the first full treatment of arbitrary powers of an operator. In particular, we show that the Drazin inverse, previously only defined axiomatically, can be derived as the negative-one power of singular operators within the meromorphic functional calculus and we give a general method to construct it. We provide new formulae for constructing projection operators and delineate the relations between projection operators, eigenvectors, and generalized eigenvectors. By way of illustrating its application, we explore several, rather distinct examples.

Power spectral densities are a common, convenient, and powerful way to analyze signals, so much so that they are now broadly deployed across the sciences and engineering - from quantum physics to cosmology and from crystallography to neuroscience to speech recognition. The features they reveal not only identify prominent signal frequencies but also hint at mechanisms that generate correlation and lead to resonance. Despite their near-centuries-long run of successes in signal analysis, here we show that flat power spectra can be generated by highly complex processes, effectively hiding all inherent structure in complex signals. Historically, this circumstance has been widely misinterpreted, being taken as the renowned signature of "structureless"white noise - the benchmark of randomness. We argue, in contrast, to the extent that most real-world complex systems exhibit correlations beyond pairwise statistics their structures evade power spectra and other pairwise statistical measures. As concrete physical examples, we demonstrate that fraudulent white noise hides the predictable structure of both entangled quantum systems and chaotic crystals. To make these words of warning operational, we present constructive results that explore how this situation comes about and the high toll it takes in understanding complex mechanisms. First, we give the closed-form solution for the power spectrum of a very broad class of structurally complex signal generators. Second, we demonstrate the close relationship between eigenspectra of evolution operators and power spectra. Third, we characterize the minimal generative structure implied by any power spectrum. Fourth, we show how to construct arbitrarily complex processes with flat power spectra. Finally, leveraging this diagnosis of the problem, we point the way to developing more incisive tools for discovering structure in complex signals.

Recurrent neural networks are used to forecast time series in finance, climate, language, and from many other domains. Reservoir computers are a particularly easily trainable form of recurrent neural network. Recently, a "next-generation" reservoir computer was introduced in which the memory trace involves only a finite number of previous symbols. We explore the inherent limitations of finite-past memory traces in this intriguing proposal. A lower bound from Fano's inequality shows that, on highly non-Markovian processes generated by large probabilistic state machines, next-generation reservoir computers with reasonably long memory traces have an error probability that is at least ∼60% higher than the minimal attainable error probability in predicting the next observation. More generally, it appears that popular recurrent neural networks fall far short of optimally predicting such complex processes. These results highlight the need for a new generation of optimized recurrent neural network architectures. Alongside this finding, we present concentration-of-measure results for randomly-generated but complex processes. One conclusion is that large probabilistic state machines-specifically, large ϵ -machines-are key to generating challenging and structurally-unbiased stimuli for ground-truthing recurrent neural network architectures.

We give exact formulae for a wide family of complexity measures that capture the organization of hidden nonlinear processes. The spectral decomposition of operator-valued functions leads to closed-form expressions involving the full eigenvalue spectrum of the mixed-state presentation of a process's ε-machine causal-state dynamic. Measures include correlation functions, power spectra, past-future mutual information, transient and synchronization informations, and many others. As a result, a direct and complete analysis of intrinsic computation is now available for the temporal organization of finitary hidden Markov models and nonlinear dynamical systems with generating partitions and for the spatial organization in one-dimensional systems, including spin systems, cellular automata, and complex materials via chaotic crystallography.

We give exact formulae for a wide family of complexity measures that capture the organization of hidden nonlinear processes. The spectral decomposition of operator-valued functions leads to closed-form expressions involving the full eigenvalue spectrum of the mixed-state presentation of a process's epsilon-machine causal-state dynamic. Measures include correlation functions, power spectra, past-future mutual information, transient and synchronization informations, and many others. As a result, a direct and complete analysis of intrinsic computation is now available for the temporal organization of finitary hidden Markov models and nonlinear dynamical systems with generating partitions and for the spatial organization in one-dimensional systems, including spin systems, cellular automata, and complex materials via chaotic crystallography.

Modern digital electronics support remarkably reliable computing, especially given the challenge of controlling nanoscale logical components that interact in fluctuating environments. However, we demonstrate that the high-reliability limit is subject to a fundamental error-energy-efficiency tradeoff that arises from time-symmetric control: Requiring a low probability of error causes energy consumption to diverge as the logarithm of the inverse error rate for nonreciprocal logical transitions. The reciprocity (self-invertibility) of a computation is a stricter condition for thermodynamic efficiency than logical reversibility (invertibility), the latter being the root of Landauer's work bound on erasing information. Beyond engineered computation, the results identify a generic error-dissipation tradeoff in steady-state transformations of genetic information carried out by biological organisms. The lesson is that computational dissipation under time-symmetric control cannot reach, and is often far above, the Landauer limit. In this way, time-asymmetry becomes a design principle for thermodynamically efficient computing.

A central result that arose in applying information theory to the stochastic thermodynamics of nonlinear dynamical systems is the Information-Processing Second Law (IPSL): the physical entropy of the universe can decrease if compensated by the Shannon-Kolmogorov-Sinai entropy change of appropriate information-carrying degrees of freedom. In particular, the asymptotic-rate IPSL precisely delineates the thermodynamic functioning of autonomous Maxwellian demons and information engines. How do these systems begin to function as engines, Landauer erasers, and error correctors? Here, we identify a minimal, inescapable transient dissipation engendered by physical information processing not captured by asymptotic rates, but critical to adaptive thermodynamic processes such as found in biological systems. A component of transient dissipation, we also identify an implementation-dependent cost that varies from one physical substrate to another for the same information processing task. Applying these results to producing structured patterns from a structureless information reservoir, we show that "retrodictive" generators achieve the minimal costs. The results establish the thermodynamic toll imposed by a physical system's structure as it comes to optimally transduce information.