Related papers: Posterior probability and fluctuation theorem in s…
Bayesian inference gets its name from *Bayes's theorem*, expressing posterior probabilities for hypotheses about a data generating process as the (normalized) product of prior probabilities and a likelihood function. But Bayesian inference…
Fluctuations of observables as functions of time, or "fluctuation patterns", are studied in a chaotic microscopically reversible system that has irreversibly reached a nonequilibrium stationary state. Supposing that during a certain, long…
A fluctuation theorem is proved for the macroscopic currents of a system in a nonequilibrium steady state, by using Schnakenberg network theory. The theorem can be applied, in particular, in reaction systems where the affinities or…
A quantum-mechanical framework is set up to describe the full counting statistics of particles flowing between reservoirs in an open system under time-dependent driving. A symmetry relation is obtained which is the consequence of…
The fluctuation theorem establishes general relations between transport coefficients and fluctuations in nonequilibrium systems. Recently there was much interest in quantum fluctuation relations for electric currents. Since charge carriers…
We study the stochastic thermodynamics of resetting systems. Violation of microreversibility means that the well known derivations of fluctuations theorems break down for dynamics with resetting. Despite that we show that stochastic…
We present fluctuation theorems and moment generating function equalities for generalized thermodynamic observables and quantum dynamics described by completely positive trace preserving (CPTP) maps, with and without feedback control. Our…
We use a recently proved fluctuation theorem for the currents to develop the response theory of nonequilibrium phenomena. In this framework, expressions for the response coefficients of the currents at arbitrary orders in the thermodynamic…
Fluctuation theorems have a very special place in the study of non equilibrium dynamics of physical systems. The form in which it is used most extensively is the Gallavoti-Cohen Fluctuation Theorem which is in terms of the distribution of…
Based on the recently proposed framework of general relativistic stochastic mechanics [{\em J. Stat. Phys.}, 190:193, 2023; {\em J. Stat. Phys.}, 190:181, 2023] and stochastic thermodynamics [{\em SciPost Physics Core} 7, 082, 2024] at the…
Systems that evolve towards a state from which they cannot depart are common in nature. But the fluctuation-dissipation theorem, a fundamental result in statistical mechanics, is mainly restricted to systems near-stationarity. In processes…
We consider a driven Brownian particle, subject to both conservative and non-conservative applied forces, whose probability evolves according to the Kramers equation. We derive a general fluctuation relation, expressing the ratio of the…
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…
The classical Bayesian posterior arises naturally as the unique solution of several different optimization problems, without the necessity of interpreting data as conditional probabilities and then using Bayes' Theorem. For example, the…
The Fluctuation Theorems are a group of exact relations that remain valid irrespective of how far the system has been driven away from equilibrium. Other than having practical applications, like determination of equilibrium free energy…
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…
Fluctuation theorems establish deep relations between observables away from thermal equilibrium. Until recently, the research on fluctuation theorems was focused on time-reversal-invariant systems. In this review we address some newly…
We discuss the fluctuation properties of equilibrium chaotic systems with constraints such as iso-kinetic and Nos\'e-Hoover thermostats. Although the dynamics of these systems does not typically preserve phase-space volumes, the average…
In the last ten years, a number of ``Conventional Fluctuation Theorems'' have been derived for systems with deterministic or stochastic dynamics, in a transient or in a non-equilibrium stationary state. These theorems gave explicit…
The main goal of this paper is an application of Bayesian inference in testing the relation between risk and return on the financial instruments. On the basis of the Intertemporal CAPM model we built a general sampling model suitable in…