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We present a generalized integral fluctuation theorem (GIFT) for general diffusion processes using the Feynman-Kac and Cameron-Martin-Girsanov formulas. Existing IFTs can be thought of to be its specific cases. We interpret the origin of…

Statistical Mechanics · Physics 2015-05-13 Fei Liu , Zhong-can Ou-Yang

Stochastic thermodynamics is an important development in the direction of finding general thermodynamic principles for non-equilibrium systems. We believe stochastic thermodynamics has the potential to benefit from the measure-theoretic…

Statistical Mechanics · Physics 2023-07-06 Annwesha Dutta , Saikat Sarkar

The fluctuation-dissipation theorem is a central result in statistical mechanics and is usually formulated for systems described by diffusion processes. In this paper, we propose a generalization for a wider class of stochastic processes,…

Statistical Mechanics · Physics 2018-09-20 Alberto Montefusco , Mark A. Peletier , Hans Christian Öttinger

The fluctuations of a Markovian jump process with one or more unidirectional transitions, where $R_{ij} >0$ but $R_{ji} =0$, are studied. We find that such systems satisfy an integral fluctuation theorem. The fluctuating quantity satisfying…

Statistical Mechanics · Physics 2015-07-22 Saar Rahav , Upendra Harbola

We present a general method to identify an arbitrary number of fluctuating quantities which satisfy a detailed fluctuation theorem for all times within the framework of time-inhomogeneous Markovian jump processes. In doing so we provide a…

Statistical Mechanics · Physics 2018-10-11 Riccardo Rao , Massimiliano Esposito

Using the recently proposed covariant framework of general relativistic stochastic mechanics and stochastic thermodynamics, we proved the detailed and integral fluctuation theorems in curved spacetime. The time-reversal transformation is…

General Relativity and Quantum Cosmology · Physics 2024-12-24 Yifan Cai , Tao Wang , Liu Zhao

We present a general quantum fluctuation theorem for the entropy production of an open quantum system coupled to multiple environments, not necessarily at equilibrium. Such a general theorem, when restricted to the weak-coupling and…

Quantum Physics · Physics 2022-06-29 Gabriele De Chiara , Alberto Imparato

In the context of Markov evolution, we present two original approaches to obtain Generalized Fluctuation-Dissipation Theorems (GFDT), by using the language of stochastic derivatives and by using a family of exponential martingales…

Statistical Mechanics · Physics 2013-12-04 Raphael Chetrite , Shamik Gupta

Fluctuation theorems make use of time reversal to make predictions about entropy production in many-body systems far from thermal equilibrium. Here we review the wide variety of distinct, but interconnected, relations that have been derived…

Statistical Mechanics · Physics 2007-08-02 R. J. Harris , G. M. Schütz

We derive fluctuation-response inequalities for Markov jump processes that link the fluctuations of general observables to the response to perturbations in the transition rates within a unified framework. These inequalities are derived…

Statistical Mechanics · Physics 2025-11-14 Euijoon Kwon , Hyun-Myung Chun , Hyunggyu Park , Jae Sung Lee

The fluctuation-dissipation theorem (FDT) is a central result in statistical physics, both for classical and quantum systems. It establishes a relationship between the linear response of a system under a time-dependent perturbation and time…

Quantum Physics · Physics 2018-05-28 Mohammad Mehboudi , Anna Sanpera , Juan M. R. Parrondo

Any decomposition of the total trajectory entropy production for Markovian systems has a joint probability distribution satisfying a generalized detailed fluctuation theorem, when all the contributing terms are odd with respect to time…

Statistical Mechanics · Physics 2010-10-26 Reinaldo Garcia-Garcia , Daniel Dominguez , Vivien Lecomte , Alejandro B. Kolton

The past decade has witnessed the development of systematic effective theories for dissipative thermal systems. Here, we describe an analogous effective theory framework that applies to the classical stochastic dynamics of nonequilibrium…

Statistical Mechanics · Physics 2023-10-20 Xiaoyang Huang , Jack H. Farrell , Aaron J. Friedman , Isabella Zane , Paolo Glorioso , Andrew Lucas

A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are…

Statistical Mechanics · Physics 2014-06-03 Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

We present a derivation of the integral fluctuation theorem (IFT) for isolated quantum systems based on some natural assumptions on transition probabilities. Under these assumptions of "stiffness" and "smoothness" the IFT immediately…

Statistical Mechanics · Physics 2022-08-26 Robin Heveling , Jiaozi Wang , Jochen Gemmer

Fluctuation theorems have elevated the second law of thermodynamics to a statistical realm by establishing a connection between time-forward and time-reversal probabilities, providing invaluable insight into nonequilibrium dynamics. While…

Quantum Physics · Physics 2025-06-05 Hui Li , Jie Xie , Hyukjoon Kwon , Yixin Zhao , M. S. Kim , Lijian Zhang

We present a novel and flexible data-driven framework for estimating the response of higher-order moments of nonlinear stochastic systems to small external perturbations. The classical Generalized Fluctuation--Dissipation Theorem (GFDT)…

Machine Learning · Statistics 2025-08-28 Ludovico T. Giorgini , Fabrizio Falasca , Andre N. Souza

We study the symmetry of large deviation functions associated with time-integrated currents in Markov pure jump processes. One current known to have this symmetry is the fluctuating entropy production and this is the content of the…

Statistical Mechanics · Physics 2012-12-03 A. C. Barato , R. Chetrite

The Fluctuation Theorem (FT) is a generalisation of the Second Law of Thermodynamics that applies to small systems observed for short times. For thermostatted systems it gives the probability ratio that entropy will be consumed rather than…

Statistical Mechanics · Physics 2015-06-24 Owen Jepps , Denis J. Evans , Debra J. Searles

We prove a transient fluctuation theorem for the currents for continuous-time Markov jump processes with stationary rates, generalizing an asymptotic result by Andrieux and Gaspard [J. Stat. Phys. 127, 107 (2007)] to finite times. The…

Statistical Mechanics · Physics 2014-10-22 Matteo Polettini , Massimiliano Esposito
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