Related papers: A generalized integral fluctuation theorem for gen…
In this paper we introduce non-decreasing jump processes with independent and time non-homogeneous increments. Although they are not L\'evy processes, they somehow generalize subordinators in the sense that their Laplace exponents are…
We consider the stochastic ranking process with space-time dependent unbounded jump rates for the particles. We prove that the joint empirical distribution of jump rate and scaled position converges almost surely to a deterministic…
We present a general method for constructing integrable stochastic processes, with two-step discrete time Floquet dynamics, from the transfer matrix formalism. The models can be interpreted as a discrete time parallel update. The method can…
The thermodynamic behavior of Markovian open quantum systems can be described at the level of fluctuations by using continuous monitoring approaches. However, practical applications require assessing imperfect detection schemes, where the…
It has been shown recently that the Jarzynski equality is generalized under nonequilibrium feedback control [T. Sagawa and M. Ueda, Phys. Rev. Lett. {\bf 104}, 090602 (2010)]. The presence of feedback control in physical systems should…
Out of equilibrium quantum systems, on top of quantum fluctuations, display complex temporal patterns. Such time fluctuations are generically exponentially small in the system volume and can be therefore safely ignored in most of the cases.…
We analytically describe the decay to equilibrium of generic observables of a non-integrable system after a perturbation in the form of a random matrix. We further obtain an analytic form for the time-averaged fluctuations of an observable…
When an isolated quantum system is driven out of equilibrium, expectation values of general observables start oscillating in time. This article reviews the general theory of such temporal fluctuations. We first survey some results on the…
We consider the application of fluctuation relations to the dynamics of coarse-grained systems, as might arise in a hypothetical experiment in which a system is monitored with a low-resolution measuring apparatus. We analyze a stochastic,…
It has recently been pointed out that Hamiltonian particle systems in constant magnetic fields satisfy generalized time-reversal symmetries that enable to prove useful statistical relationships based on equilibrium phase-space probability…
We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal…
Considering the existence of nonconformal stochastic fluctuations in the metric tensor a generalized uncertainty principle and a deformed dispersion relation (associated to the propagation of photons) are deduced. Matching our model with…
We study the asymptotic shape of the trajectory of the stochastic gradient descent algorithm applied to a convex objective function. Under mild regularity assumptions, we prove a functional central limit theorem for the properly rescaled…
We study a discrete stochastic model of a molecular motor. This discrete model can be viewed as a \emph{minimal} ratchet model. We extend our previous work on this model, by further investigating the constraints imposed by the Fluctuation…
We derive the fluctuation theorem for quantum-state statistics that can be obtained when we initially measure the total energy of a quantum system at thermal equilibrium, let the system evolve unitarily, and record the quantum-state data…
This paper develops a general methodology for a posteriori error estimation in time-dependent multiphysics numerical simulations. The methodology builds upon the generalized-structure additive Runge--Kutta (GARK) approach to time…
We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…
We provide a new non-parametric Fourier procedure to estimate the trajectory of the instantaneous covariance process (from discrete observations of a multidimensional price process) in the presence of jumps extending the seminal work…
The Generalized Integral Representation Method (GIRM) for Space-Time-Separated Method (STSM) and Space-Time-Unified Method (STUM) are discussed. STSM and STUM give explicit and implicit time evolutions, respectively. The algorithm of STSM…
We derive an extended fluctuation theorem for a geometric pumping in a spin-boson system under a periodic control of environmental temperatures by using a Markovian quantum master equation. We perform the Monte-Carlo simulation and obtain…