Related papers: A generalized integral fluctuation theorem for gen…
We study the fluctuations of systems modeled by Markov jump processes with periodic generators. We focus on observables defined through time-periodic functions of the system's states or transitions. Using large deviation theory, canonical…
By taking full advantage of the dynamic property imposed by the detailed balance condition, we derive a new refined unified fluctuation theorem (FT) for general stochastic thermodynamic systems. This FT involves the joint probability…
The fluctuation-dissipation theorem is a hallmark of equilibrium system that stem from their time-reversal symmetry. In many non-equilibrium systems, in particular active ones, extensions and explicit violations of this theorem are used to…
In this paper, we introduce drifted versions of the generalized counting process (GCP) with a deterministic drift and a random drift. The composition of stable subordinator with an independent inverse stable subordinator is taken as the…
While entropy changes are the usual subject of fluctuation theorems, we seek fluctuation relations involving time-symmetric quantities, namely observables that do not change sign if the trajectories are observed backward in time. We find…
We study a linear-fractional Bienaym\'e-Galton-Watson process with a general type space. The corresponding tree contour process is described by an alternating random walk with the downward jumps having a geometric distribution. This leads…
Firstly the fluctuation theorems (FT) for expended work in a driven nonequilibrium system, isolated or thermostatted, together with the ensuing Jarzynski work-energy (W-E) relationships, will be discussed and reobtained. Secondly, the…
We present a new approach to far-from-equilibrium statistical mechanics, based on the concept of generalized entropy, which is a microscopically-defined generalization of Onsager-Machlup functional. In the case when a set of slow…
In this paper, we develop a general law of large numbers and central limit theorem for cumulative reward processes associated with finite state Markov jump processes with non-stationary transition rates. Such models commonly arise in…
Quantum extensions of the Gallavotti-Cohen fluctuation theorem (FT) for the entropy production have been discussed by several authors. There is a practical gap between microscopic forms of FT and mesoscopic (i.e. not purely Hamiltonian)…
We develop the general integral transforms (GIT) method for pricing barrier options in the time-dependent Heston model (also with a time-dependent barrier) where the option price is represented in a semi-analytical form as a two-dimensional…
We focus on variational inference in dynamical systems where the discrete time transition function (or evolution rule) is modelled by a Gaussian process. The dominant approach so far has been to use a factorised posterior distribution,…
We develop a General Fluctuation Formula for phase variables that are odd under time reversal. Simulations are used to verify the new formula.
The Generalized Langevin Equation (GLE) can be derived from a particle-bath Hamiltonian, in both classical and quantum dynamics, and provides a route to the (both Markovian and non-Markovian) fluctuation-dissipation theorem (FDT). All…
An inverse-free dynamical system is proposed to solve the generalized absolute value equation (GAVE) with a fixed time convergence, where the time of convergence is finite and is uniformly bounded for all initial points. Moreover, an…
In this paper, we investigate the stochastic counterpart of the generalized Wright analysis introduced in Beghin et al.~ in Integral Equations and Operator Theory, {\bf 97}, 2025. We define a new class of non-Gaussian and non-Markovian…
The macroscopic fluctuation theory is a powerful tool to characterise the large scale dynamical properties of diffusive systems, both in- and out-of-equilibrium. It relies on an action formalism in which, at large scales, the dynamics is…
We study current fluctuations in lattice gases in the macroscopic limit extending the dynamic approach for density fluctuations developed in previous articles. More precisely, we establish a large deviation principle for a space-time…
Motivated by recent progresses in nonequilibrium Fluctuation Relations, we present a generalized time reversal for stochastic master equation systems with discrete states that is defined as a splitting of the rate matrix into irreversible…
It is argued that a Gibbsian formula for the space-time distribution of microscopic trajectories of a nonequilibrium system provides a unifying framework for recent results on the fluctuations of the entropy production. The variable entropy…