Related papers: A generalized integral fluctuation theorem for gen…
The Generalized fractional Brownian motion (gfBm) is a stochastic process that acts as a generalization for both fractional, sub-fractional, and standard Brownian motion. Here we study its use as the main driver for price fluctuations,…
The detailed fluctuation theorem implies symmetry in the generating function of entropy production probability. The integral fluctuation theorem directly follows from this symmetry and the normalization of the probability. In this paper, we…
We consider two approaches to study non-reversible Markov processes, namely the Hypocoercivity Theory (HT) and GENERIC (General Equations for Non-Equilibrium Reversible-Irreversible Coupling); the basic idea behind both of them is to split…
We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…
We extend previous work to describe a class of fluctuation relations (FRs) that emerge as a consequence of symmetries at the level of stochastic trajectories in Markov chains. We prove that given such a symmetry, and for a suitable…
We present a global approach of non-dissipative physics. Based on symplectic mechanics this technique allows us to obtain the solution of a very large class of problems in terms of a Taylor expand. We apply this method to the problem of…
Typical generative diffusion models rely on a Gaussian diffusion process for training the backward transformations, which can then be used to generate samples from Gaussian noise. However, real world data often takes place in discrete-state…
In this article, we apply a probabilistic approach to study general mean field type control (MFTC) problems with jump-diffusions, and give the first global-in-time solution. We allow the drift coefficient $b$ and the diffusion coefficient…
Motivated through various applications of the trapping diffusion-influenced reactions theory in physics, chemistry and biology, this paper deals with irreducible Cartesian tensors (ICT) technique within the scope of the generalized method…
Controlling dynamical fluctuations in open quantum systems is essential both for our comprehension of quantum nonequilibrium behaviour and for its possible application in near-term quantum technologies. However, understanding these…
Relative fluctuations of observables in discrete stochastic systems are bounded at all times by the mean dynamical activity in the system, quantified by the mean number of jumps. This constitutes a kinetic uncertainty relation that is…
We propose moment-based variational inference as a flexible framework for approximate smoothing of latent Markov jump processes. The main ingredient of our approach is to partition the set of all transitions of the latent process into…
We establish the general framework of quantum fluctuation theorems by finding the symmetry between the forward and backward transitions of any given quantum channel. The Petz recovery map is adopted as the reverse quantum channel, and the…
Following the theory of information measures based on the cumulative distribution function, we propose the fractional generalized cumulative entropy, and its dynamic version. These entropies are particularly suitable to deal with…
The driving force of the dynamical system can be decomposed into the gradient of a potential landscape and curl flux (current). The fluctuation-dissipation theorem (FDT) is often applied to near equilibrium systems with detailed balance.…
Large fluctuations have received considerable attention as they encode information on the fine-scale dynamics. Large deviation relations known as fluctuation theorems also capture crucial nonequilibrium thermodynamical properties. Here we…
Mesoscopic systems provide us a unique experimental stage to address non-equilibrium quantum statistical physics. By using a simple tunneling model, we describe the electron exchange process via a quantum coherent conductor between two…
The existence of a generalized fluctuation-dissipation theorem observed in simulations and experiments performed in various glassy materials is related to the concepts of local equilibration and heterogeneity in space. Assuming the…
We prove the global asymptotic equivalence between the experiments generated by the discrete (high frequency) or continuous observation of a path of a time inhomogeneous jump-diffusion process and a Gaussian white noise experiment. Here,…
Motivated by entropic optimal transport, time reversal of Markov jump processes in $\mathbb{R}^n$ is investigated. Relying on an abstract integration by parts formula for the carr\'e du champ of a Markov process recently obtained by…