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This note is sketching a simple and natural mathematical construction for explaining the probabilistic nature of quantum mechanics. It employs nonstandard analysis and is based on Feynman's interpretation of the Heisenberg uncertainty…

Quantum Physics · Physics 2007-06-13 Michel Fliess

For a Bayesian, real-time forecasting with the posterior predictive distribution can be challenging for a variety of time series models. First, estimating the parameters of a time series model can be difficult with sample-based approaches…

Applications · Statistics 2022-08-08 Taylor R. Brown

We present a general quantum fluctuation theorem for the entropy production of an open quantum system coupled to multiple environments, not necessarily at equilibrium. Such a general theorem, when restricted to the weak-coupling and…

Quantum Physics · Physics 2022-06-29 Gabriele De Chiara , Alberto Imparato

Fluctuation theorems may be partitioned into those that apply the probability measure under the original stochastic process to reversed paths, and those that construct a new, adjoint measure by similarity transform, which locally reverses…

Statistical Mechanics · Physics 2018-06-13 Eric Smith , Supriya Krishnamurthy

There has been an increasing interest in the quantification of nearly deterministic work extraction from a finite number of copies of microscopic particles in finite time. This paradigm, so called single-shot epsilon-deterministic work…

Quantum Physics · Physics 2017-11-22 Sina Salek , Karoline Wiesner

Bayesian inference allows machine learning models to express uncertainty. Current machine learning models use only a single learnable parameter combination when making predictions, and as a result are highly overconfident when their…

Machine Learning · Computer Science 2022-02-23 Andrew Wood , Moshik Hershcovitch , Daniel Waddington , Sarel Cohen , Peter Chin

The fluctuation relations, which characterize irreversible processes in Nature, are among the most important results in non-equilibrium physics. In short, these relations say that it is exponentially unlikely for us to observe a…

Quantum Physics · Physics 2023-08-30 Marcos L. W. Basso , Jonas Maziero , Lucas C. Céleri

The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…

Quantum Physics · Physics 2014-04-01 Maurice J. M. L. O. Godart

The work approaches the study of the fluctuations for the thermodynamic systems in the presence of the fields. The approach is of phenomenological nature and developed in a Gaussian approximation. The study is exemplified on the cases of a…

Statistical Mechanics · Physics 2009-10-31 S. Dumitru , A. Boer

Turbulent flows are out-of-equilibrium because the energy supply at large scales and its dissipation by viscosity at small scales create a net transfer of energy among all scales. Here, the energy cascade is approximated by a combined…

Fluid Dynamics · Physics 2021-01-11 Amilcare Porporato , Milad Hooshyar , Andrew D Bragg , Gabriel Katul

Stochastic entropy production, which quantifies the difference between the probabilities of trajectories of a stochastic dynamics and its time reversals, has a central role in nonequilibrium thermodynamics. In the theory of probability, the…

Statistical Mechanics · Physics 2020-03-04 Ying-Jen Yang , Hong Qian

Starting from the microscopic description of a normal fluid in terms of any kind of local interacting many-particle theory we present a well defined step by step procedure to derive the hydrodynamic equations for the macroscopic phenomena.…

Statistical Mechanics · Physics 2022-02-10 Rudolf Haussmann

When making the connection between the thermodynamics of irreversible processes and the theory of stochastic processes through the fluctuation-dissipation theorem, it is necessary to invoke a postulate of the Einstein-Boltzmann type. For…

Statistical Mechanics · Physics 2015-05-13 A. J. McKane , F. Vazquez , M. A. Olivares-Robles

The fluctuation-dissipation relation is calculated for a class of stochastic models obeying a master equation. The transition rates are assumed to obey detailed balance also in the presence of a field. It is shown that in general the linear…

Statistical Mechanics · Physics 2016-08-31 Gregor Diezemann

We derive the generalized Green-Kubo relation and an integral form of the fluctuation theorem that apply to uniformly sheared granular systems in which microscopic time-reversal symmetry is broken. The former relation provides an exact…

Statistical Mechanics · Physics 2009-06-11 Song-Ho Chong , Michio Otsuki , Hisao Hayakawa

This paper introduces several new classes of mathematical structures that have close connections with physics and with the theory of dynamical systems. The most general of these structures, called indivisible stochastic processes,…

Quantum Physics · Physics 2026-02-09 Jacob A. Barandes

The Fluctuation Theorem gives an analytical expression for the probability of observing second law violating dynamical fluctuations, in nonequilibrium systems. At equilibrium statistical mechanical fluctuations are known to be ensemble…

Statistical Mechanics · Physics 2019-07-30 Debra J. Searles , Denis J. Evans

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…

Statistical Mechanics · Physics 2015-11-04 Marco Baiesi , Gianmaria Falasco

The general fluctuation theory is reviewed with special attention to the role played by different ensembles, and is extended to incorporate stationary metastable states obtained in the long time limit. The fluctuation in a quantity depends…

Statistical Mechanics · Physics 2007-05-23 P. D. Gujrati

Fluctuation theorems are a generalization of thermodynamics on small scales and provide the tools to characterize the fluctuations of thermodynamic quantities in non-equilibrium nanoscale systems. They are particularly important for…

Statistical Mechanics · Physics 2014-04-03 Jan Gieseler , Romain Quidant , Christoph Dellago , Lukas Novotny