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Exploiting previous results on Markovian dynamics and fluctuation theorems, we study the consequences of memory effects on single realizations of nonequilibrium processes within an open system approach. The entropy production along single…

Statistical Mechanics · Physics 2015-06-12 Bruno Leggio , Anna Napoli , Heinz-Peter Breuer , Antonino Messina

We present a physically inspired generalization of equilibrium response formulae, the fluctuation-dissipation theorem, to Markov jump processes possibly describing interacting particle systems out-of-equilibrium. Here, the time-dependent…

Mathematical Physics · Physics 2015-05-05 Christian Maes , Bram Wynants

Fluctuation theorem is derived for a quantum current system around a nonequilibrium steady state. It is demonstrated that the fluctuation theorem can be a part of the generalized Green-Kubo formula or a nonlinear response theory of an…

Statistical Mechanics · Physics 2011-03-30 Hisao Hayakawa

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…

Statistical Mechanics · Physics 2009-10-31 Denis J. Evans , Debra J. Searles , Emil Mittag

Piecewise-deterministic Markov processes form a general class of non-diffusion stochastic models that involve both deterministic trajectories and random jumps at random times. In this paper, we state a new characterization of the jump rate…

Methodology · Statistics 2017-05-03 Romain Azaïs , Alexandre Genadot

Detailed fluctuation theorem, a microscopic version of the steady state fluctuation theorem, has been proposed by Jarzynski and demonstrated in the case of Hamiltonian systems weakly coupled with reservoirs. We show that an identical…

Statistical Mechanics · Physics 2010-07-20 K. Gururaj , G. Raghavan , M. C. Valsakumar

Fluctuation theorems are key to understanding both fundamental and applied aspects of non-equilibrium thermodynamics of small systems. We study the non-Markovian entropy production fluctuation theorem for the diffusion process of charged…

Statistical Mechanics · Physics 2026-05-06 K. S. Rodríguez-Vigil , M. A. Bastarrachea-Magnani , J. I. Jiménez-Aquino

Diffusive approximations of Markov jump processes often fail to accurately capture large fluctuations. This is confounding, as the rare events triggered by these large fluctuations, such as the failure of electronic memories, are often the…

Mesoscale and Nanoscale Physics · Physics 2025-12-17 David Roberts , Trevor McCourt , Geremia Massarelli , Jeremy Rothschild , Nahuel Freitas

We present the first exact solution for the time dependent equations of the macroscopic fluctuation theory (MFT) for the symmetric simple exclusion process by combining a generalization of the canonical Cole-Hopf transformation with the…

Statistical Mechanics · Physics 2022-08-31 Kirone Mallick , Hiroki Moriya , Tomohiro Sasamoto

There is evidence that taking the time average of the work performed by a thermally isolated system effectively "transforms" the adiabatic process into an isothermal one. This approach allows inherent quantities of adiabatic processes to be…

Statistical Mechanics · Physics 2025-10-03 Pierre Nazé

The Gallavotti - Cohen Fluctuation Theorem (FT) implies an infinite set of identities between correlation functions that can be seen as a generalization of Green Kubo formula to the nonlinear regime. As an application, we discuss a…

Statistical Mechanics · Physics 2015-05-14 Marcello Porta

Motivated by entropic optimal transport, time reversal of diffusion processes is revisited. An integration by parts formula is derived for the carr\'e du champ of a Markov process in an abstract space. It leads to a time reversal formula…

Probability · Mathematics 2022-09-05 Patrick Cattiaux , Giovanni Conforti , Ivan Gentil , Christian Léonard

We introduce a response-theoretic framework that recasts parameter calibration of ergodic stochastic differential equations as a fluctuation-dissipation problem. Our central result is that the full Jacobian of any stationary observable with…

Chaotic Dynamics · Physics 2026-04-02 Ludovico T. Giorgini , Tobias Bischoff , Andre N. Souza

Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a…

Statistical Mechanics · Physics 2009-11-13 A. Baule , R. Friedrich

We introduce an approach for analyzing the responses of dynamical systems to external perturbations that combines score-based generative modeling with the Generalized Fluctuation-Dissipation Theorem (GFDT). The methodology enables accurate…

Data Analysis, Statistics and Probability · Physics 2024-11-11 Ludovico Theo Giorgini , Katherine Deck , Tobias Bischoff , Andre Souza

The fluctuation-dissipation theorem (FDT) is a simple yet powerful consequence of the first-order differential equation governing the dynamics of systems subject simultaneously to dissipative and stochastic forces. The linear learning…

Machine Learning · Computer Science 2021-09-29 Manhyung Han , Jeonghyeok Park , Taewoong Lee , Jung Hoon Han

Markov jump processes are continuous-time stochastic processes with a wide range of applications in both natural and social sciences. Despite their widespread use, inference in these models is highly non-trivial and typically proceeds via…

Machine Learning · Computer Science 2023-06-01 Patrick Seifner , Ramses J. Sanchez

A generalization of fluctuation theorems in stochastic processes is proposed. The new theorem is written in terms of posterior probabilities, which are introduced via the Bayes theorem. In usual fluctuation theorems, a forward path and its…

Statistical Mechanics · Physics 2015-05-14 Jun Ohkubo

We study the limit of the joint distribution of a multidimensional Generalized Tempered Stable (GTS) process and its quadratic covariation process when the stable index tends to two. Under a proper scaling, the GTS processes converges to a…

Probability · Mathematics 2025-04-24 Masaaki Fukasawa , Mikio Hirokane

First-passage processes are pervasive across numerous scientific fields, yet a general framework for understanding their response to external perturbations remains elusive. While the fluctuation-dissipation theorem offers a complete linear…

Statistical Mechanics · Physics 2025-08-05 Tommer D. Keidar , Shlomi Reuveni