Related papers: Linear Response and Fluctuation Dissipation Theore…
In this paper, we study second order fluctuations for the size of the range of a critical branching random walk (BRW) in $\mathbb Z^d$. We consider the BRW with geometric offspring indexed by the Kesten tree, and show that the size of its…
The fluctuation-dissipation relation is calculated for a class of stochastic models obeying a master equation. The transition rates are assumed to obey detailed balance also in the presence of a field. It is shown that in general the linear…
A continuous time random walk (CTRW) is a random walk in which both spatial changes represented by jumps and waiting times between the jumps are random. The CTRW is coupled if a jump and its preceding or following waiting time are dependent…
We introduce a new class of asymmetric random walks on the one-dimensional infinite lattice. In this walk the direction of the jumps (positive or negative) is determined by a discrete-time renewal process which is independent of the jumps.…
Tensor networks are employed to characterize the current fluctuations in one-dimensional diffusion-reaction systems. The representative system under study is a semiconducting material where holes and electrons constitute two types of charge…
We investigate Brownian motion with diffusivity alternately fluctuating between fast and slow states. We assume that sojourn-time distributions of these two states are given by exponential or power-law distributions. We develop a theory of…
The fluctuation-dissipation theorem is a fundamental result in statistical physics that establishes a connection between the response of a system subject to a perturbation and the fluctuations associated with observables in equilibrium.…
We study Random Walks in an i.i.d. Random Environment (RWRE) defined on $b$-regular trees. We prove a functional central limit theorem (FCLT) for transient processes, under a moment condition on the environment. We emphasize that we make no…
Two-state models provide phenomenological descriptions of many different systems, ranging from physics to chemistry and biology. We investigate work fluctuations in an ensemble of two-state systems driven out of equilibrium under the action…
Understanding how biological and synthetic systems achieve robust function in noisy environments remains a fundamental challenge across the physical and life sciences. To connect robust behavior with non-trivial topological features present…
Above two dimensions, diffusion of a particle in a medium with quenched random traps is believed to be well-described by the annealed continuous time random walk (CTRW). We propose an approximate expression for the first-passage-time (FPT)…
A stochastic theory for the toppling activity in sandpile models is developed, based on a simple mean-field assumption about the toppling process. The theory describes the process as an anti-persistent Gaussian walk, where the diffusion…
A general non-linear response theory is derived for an arbitrary time-dependent Hamiltonian, not necessarily obeying time-reversal symmetry. This allows us to obtain a greatly generalized Kubo type formula. Applied to a mesoscopic system…
In the Second Order Theories (SOT) of real relativistic fluids, the non-ideal properties are described by a new set of dynamical tensor variables. In this work we explore the non-linear dynamics of those modes in a conformal fluid. Among…
To integrate hydrodynamic fluctuations, namely thermal fluctuations of hydrodynamics, into dynamical models of high-energy nuclear collisions based on relativistic hydrodynamics, the property of the hydrodynamic fluctuations given by the…
The continuous time random walk model plays an important role in modeling of so called anomalous diffusion behaviour. One of the specific property of such model are constant time periods visible in trajectory. In the continuous time random…
Using equilibrium fluctuations to understand the response of a physical system to an externally imposed perturbation is the basis for linear response theory, which is widely used to interpret experiments and shed light on microscopic…
This is the third in a series of papers in which we consider one-dimensional Random Walk in Cooling Random Environment (RWCRE). The latter is obtained by starting from one-dimensional Random Walk in Random Environment (RWRE) and resampling…
We study financial distributions within the framework of the continuous time random walk (CTRW). We review earlier approaches and present new results related to overnight effects as well as the generalization of the formalism which embodies…
For thermostatted dissipative systems the Fluctuation Theorem gives an analytical expression for the ratio of probabilities that the time averaged entropy production in a finite system observed for a finite time, takes on a specified value…