Related papers: Dynamical fluctuations for semi-Markov processes
The persistent current in a mesoscopic ring has a Gaussian distribution with small non-Gaussian corrections. Here we report a semiclassical calculation of the leading non-Gaussian correction, which is described by the three-point…
We compare the fluctuations in the velocity and in the fraction of time spent at a given position for minimal models of a passive and an active particle: an asymmetric random walker and a run-and-tumble particle in continuous time and on a…
We develop non-equilibrium theory by using averages in time and space as a generalized way to upscale thermodynamics in non-ergodic systems. The approach offers a classical perspective on the energy dynamics in fluctuating systems. The rate…
We propose Markov two-components processes (M2CP) as a probabilistic model of asynchronous systems based on the trace semantics for concurrency. Considering an asynchronous system distributed over two sites, we introduce concepts and tools…
Near equilibrium, the symmetric part of the time-integrated steady-state covariance, i.e., the time integral of correlation functions, is governed by the fluctuation-dissipation theorem, while the antisymmetric part vanishes due to Onsager…
We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently-introduced macroscopic fluctuation theory to nonlinear driven…
The nonequilibrium critical dynamics of the 2D XY model is investigated numerically through Monte Carlo simulations and analytically in the spin-wave approximation. We focus in particular on the behaviour of the two-time response and…
It is well-known that compositions of Markov processes with inverse subordinators are governed by integro-differential equations of generalized fractional type. This kind of processes are of wide interest in statistical physics as they are…
We study the limit fluctuations of the rescaled occupation time process of a branching particle system in $\mathbb{R}^d$, where the particles are subject to symmetric $\alpha$-stable migration ($0<\alpha\leq2$), critical binary branching,…
Generalizations of the microcanonical and canonical ensembles for paths of Markov processes have been proposed recently to describe the statistical properties of nonequilibrium systems driven in steady states. Here we propose a theory of…
The large time dynamics of a periodically driven Fokker-Planck process possessing several metastable states is investigated. At weak noise transitions between the metastable states are rare. Their dynamics then represent a discrete…
Understanding how systems respond to external perturbations is a fundamental challenge in physics, particularly for non-equilibrium and non-stationary processes. The fluctuation-dissipation theorem provides a complete framework for…
We study Langevin dynamics of a driven charged particle in the presence as well as in the absence of magnetic field. We discuss the validity of various work fluctuation theorems using different model potentials and external drives. We also…
We show, both analytically and numerically, that for a nonlinear system making a transition from one equilibrium state to another under the action of an external time dependent force, the work probability distribution is in general…
We study an ensemble of random walkers carrying internal noisy phase oscillators which are synchronized among the walkers by local interactions. Due to individual mobility, the interaction partners of every walker change randomly, hereby…
We consider almost upper semi-continuous processes defined on a finite Markov chain. The distributions of the functionals associated with the exit from a finite interval are studied. We also consider some modification of these processes.
We calculate the sample-to-sample fluctuations in the excitation gap of a chaotic dynamical system coupled by a narrow lead to a superconductor. Quantum fluctuations on the order of magnitude of the level spacing, predicted by random-matrix…
Using two simple examples, the continuous-time random walk as well as a two state Markov chain, the relation between generalized anomalous relaxation equations and semi-Markov processes is illustrated. This relation is then used to discuss…
We study long run average behavior of generalized semi-Markov processes with both fixed-delay events as well as variable-delay events. We show that allowing two fixed-delay events and one variable-delay event may cause an unstable behavior…
Small thermodynamic systems exhibit peculiar behavior different from that observed in long-scale systems. Non-equilibrium processes taking place in those systems are strongly influenced by the presence of fluctuations which can be large.…