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Fluctuations arise universally in Nature as a reflection of the discrete microscopic world at the macroscopic level. Despite their apparent noisy origin, fluctuations encode fundamental aspects of the physics of the system at hand, crucial…

Statistical Mechanics · Physics 2011-06-06 Pablo I. Hurtado , Carlos Perez-Espigares , Jesus J. del Pozo , Pedro L. Garrido

We introduce a framework to identify Fluctuation Relations for vector-valued observables in physical systems evolving through a stochastic dynamics. These relations arise from the particular structure of a suitable entropic functional and…

Statistical Mechanics · Physics 2025-10-22 Raphael Chetrite , Stefano Marcantoni

Fluctuation theorems are fundamental results in non-equilibrium thermodynamics. Considering the fluctuation theorem with respect to the entropy production and an observable, we derive a new thermodynamic uncertainty relation which also…

Statistical Mechanics · Physics 2022-02-02 Gianluca Francica

By analogy with the theory of Backward Stochastic Differential Equations, we define Backward Stochastic Difference Equations on spaces related to discrete time, finite state processes. This paper considers these processes as constructions…

Probability · Mathematics 2010-07-12 Samuel N. Cohen , Robert J. Elliott

The fluctuation relations have received considerable attention since their emergence and development in the 1990s. We present a summary of the main results and suggest ways to interpret this material. Starting with a consideration of the…

Statistical Mechanics · Physics 2012-02-01 Richard E. Spinney , Ian J. Ford

Variants of fluctuation theorems recently discovered in the statistical mechanics of non-equilibrium processes may be used for the efficient determination of high-dimensional integrals as typically occurring in Bayesian data analysis. In…

Data Analysis, Statistics and Probability · Physics 2015-06-19 Alberto Favaro , Daniel Nickelsen , Elena Barykina , Andreas Engel

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…

Quantum Physics · Physics 2019-08-23 Hyukjoon Kwon , M. S. Kim

Heat fluctuations over a time \tau in a non-equilibrium stationary state and in a transient state are studied for a simple system with deterministic and stochastic components: a Brownian particle dragged through a fluid by a harmonic…

Statistical Mechanics · Physics 2007-05-23 R. van Zon , E. G. D. Cohen

The fluctuation theorems have remained one of the cornerstones in the study of systems that are driven far out of equilibrium, and they provide strong constraints on the fraction of trajectories that behave atypically in light of the second…

Statistical Mechanics · Physics 2015-06-05 Sourabh Lahiri , A. M. Jayannavar

Stochastic processes play a key role for modeling a huge variety of transport problems out of equilibrium, with manifold applications throughout the natural and social sciences. To formulate models of stochastic dynamics the conventional…

Statistical Mechanics · Physics 2022-07-25 Massimiliano Giona , Andrea Cairoli , Rainer Klages

We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently-introduced macroscopic fluctuation theory to nonlinear driven…

Statistical Mechanics · Physics 2013-10-29 P. I. Hurtado , A. Lasanta , A. Prados

There are only a very few known relations in statistical dynamics that are valid for systems driven arbitrarily far-from-equilibrium. One of these is the fluctuation theorem, which places conditions on the entropy production probability…

Statistical Mechanics · Physics 2009-09-25 Gavin E. Crooks

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…

Statistical Mechanics · Physics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

We present a fluctuation theorem for Floquet quantum master equations. This is a detailed version of the famous Gallavotti-Cohen theorem. In contrast to the latter theorem, which involves the probability distribution of the total heat…

Statistical Mechanics · Physics 2020-08-26 Fei Liu

We propose a method to calculate the large deviations of current fluctuations in a class of stochastic particle systems with history-dependent rates. Long-range temporal correlations are seen to alter the speed of the large deviation…

Statistical Mechanics · Physics 2009-08-07 R. J. Harris , H. Touchette

The fluctuation theorem of Gallavotti and Cohen holds for finite systems undergoing Langevin dynamics. In such a context all non-trivial ergodic theory issues are by-passed, and the theorem takes a particularly simple form. As a particular…

Statistical Mechanics · Physics 2009-10-30 Jorge Kurchan

The conventional postulate for the probabilistic interpretation of quantum mechanics is asymmetric in preparation and measurement, making retrodiction reliant on inference by use of Bayes' theorem. Here, a more fundamental symmetric…

Quantum Physics · Physics 2009-11-07 David T. Pegg , Stephen M. Barnett , John Jeffers

Fluctuation theorems are fundamental results in nonequilibrium thermodynamics beyond the linear response regime. Among these, the paradigmatic Tasaki-Crooks fluctuation theorem relates the statistics of the works done in a forward…

Statistical Mechanics · Physics 2024-06-19 Gianluca Francica , Luca Dell'Anna

The postulational basis of classical thermodynamics has been expanded to incorporate equilibrium fluctuations. The main additional elements of the proposed thermodynamic theory are the concept of quasi-equilibrium states, a definition of…

Statistical Mechanics · Physics 2019-06-11 Y. Mishin

Recent decades have seen an interest in prediction problems for which Bayesian methodology has been used ubiquitously. Sampling from or approximating the posterior predictive distribution in a Bayesian model allows one to make inferential…

Machine Learning · Statistics 2017-09-12 Giri Gopalan