Related papers: Dynamical fluctuations for semi-Markov processes
The fluctuations in nonequilibrium systems are under intense theoretical and experimental investigation. Topical ``fluctuation relations'' describe symmetries of the statistical properties of certain observables, in a variety of models and…
We consider particle systems in locally compact Abelian groups with particles moving according to a process with symmetric stationary independent increments and undergoing one and two levels of critical branching. We obtain long time…
We derive the explicit form of the rate function for semi-Markov processes. Here, the "random time change trick" plays an essential role. Also, by exploiting the contraction principle of the large deviation theory to the explicit form, we…
We address the general problem of formulating the dynamical large deviations of non-Markovian systems in a closed form. Specifically, we consider a broad class of ``self-interacting'' jump processes whose dynamics depends on the past…
We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…
Large fluctuations have received considerable attention as they encode information on the fine-scale dynamics. Large deviation relations known as fluctuation theorems also capture crucial nonequilibrium thermodynamical properties. Here we…
Traditionally, it is understood that fluctuations in the equilibrium distribution are not evident in thermodynamic systems of large $N$ (the number of particles in the system) \cite{Huang1}. In this paper we examine the validity of this…
Generalizing a recent work [T. Taniguchi and E. G. D. Cohen, J. Stat. Phys. 126, 1 (2006)] that was based on the Onsager-Machlup theory, a nonlinear relaxation process is considered for a macroscopic thermodynamic quantity. It is found that…
We establish a novel generalization of the fluctuation theorem for partially-masked nonequilibrium dynamics. We introduce a partial entropy production with a subset of all possible transitions, and show that the partial entropy production…
We address stability of a class of Markovian discrete-time stochastic hybrid systems. This class of systems is characterized by the state-space of the system being partitioned into a safe or target set and its exterior, and the dynamics of…
We consider finite-state time-nonhomogeneous Markov chains where the probability of moving from state $i$ to state $j\neq i$ at time $n$ is $G(i,j)/n^\zeta$ for a ``generator'' matrix $G$ and strength parameter $\zeta>0$. In these chains,…
There has been significant interest in the generation of very short-lived superconducting states in solid-state films. Here we consider the role of non-equilibrium superconducting fluctuations in such systems, generated by an interaction…
We obtain necessary and sufficient conditions for the regular variation of the variance of partial sums of functionals of discrete and continuous-time stationary Markov processes with normal transition operators. We also construct a class…
We consider random walks in dynamic random environments given by Markovian dynamics on $\mathbb{Z}^d$. We assume that the environment has a stationary distribution $\mu$ and satisfies the Poincar\'e inequality w.r.t. $\mu$. The random walk…
We study non-equilibrium statistical mechanics of a Gaussian dynamical system and compute in closed form the large deviation functionals describing the fluctuations of the entropy production observable with respect to the reference state…
First passage time plays a fundamental role in dynamical characterization of stochastic processes. Crucially, our current understanding on the problem is almost entirely relies on the theoretical formulations, which assume the processes…
Random walk models, such as the trap model, continuous time random walks, and comb models exhibit weak ergodicity breaking, when the average waiting time is infinite. The open question is: what statistical mechanical theory replaces the…
We consider a finite state discrete time process X. Without loss of generality the finite state space can be identified with the set of unit vectors {e1, e2, . . . , eN} with ei = (0, . . . , 0, 1, 0, . . . , 0)0 2 RN. For a Markov chain…
The Donsker-Varadhan rate function for occupation-time fluctuations has been seen numerically to exhibit monotone return to stationary nonequilibrium [Phys. Rev. Lett. 107, 010601 (2011)]. That rate function is related to dynamical activity…
Stochastic thermodynamics and the associated fluctuation relations provide the means to extend the fundamental laws of thermodynamics to small scales and systems out of equilibrium. The fluctuating thermodynamic variables are usually…