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Nonequilibrium processes of small systems such as molecular machines are ubiquitous in biology, chemistry and physics, but are often challenging to comprehend. In the past two decades, several exact thermodynamic relations of nonequilibrium…

Statistical Mechanics · Physics 2018-02-26 Thai M. Hoang , Rui Pan , Jonghoon Ahn , Jaehoon Bang , H. T. Quan , Tongcang Li

A recent paper presents the "false confidence theorem" (FCT) which has potentially broad implications for statistical inference using Bayesian posterior uncertainty. This theorem says that with arbitrarily large (sampling/frequentist)…

Methodology · Statistics 2018-07-18 Iain Carmichael , Jonathan P Williams

In this paper we investigate the normal and the large fluctuations of additive functionals associated with a stochastic process under a general non-Poissonian resetting mechanism. Cumulative functionals of regenerative processes are very…

Probability · Mathematics 2023-04-24 Marco Zamparo

The Fluctuation Relation for a stationary state, kept at constant energy by a deterministic thermostat - the Gallavotti-Cohen Theorem -- relies on the ergodic properties of the system considered. We show that when perturbed by an…

Statistical Mechanics · Physics 2009-11-11 Jorge Kurchan

If the generalized statistics suggested by Tsallis are used in statistical mechanics, the fluctuation-dissipation theorem no longer holds. Only in the limiting case where Boltzmann statistics are recovered is the theorem applicable. In…

Superconductivity · Physics 2007-05-23 H. Uys , H. G. Miller

A stochastic theory for the toppling activity in sandpile models is developed, based on a simple mean-field assumption about the toppling process. The theory describes the process as an anti-persistent Gaussian walk, where the diffusion…

Statistical Finance · Quantitative Finance 2009-11-13 Martin Rypdal , Kristoffer Rypdal

In this paper, we adopt a Bayesian point of view for predicting real continuous-time processes. We give two equivalent definitions of a Bayesian predictor and study some properties: admissibility, prediction sufficiency, non-unbiasedness,…

Statistics Theory · Mathematics 2013-12-31 Delphine Blanke , Denis Bosq

The Gallavotti - Cohen Fluctuation Theorem (FT) implies an infinite set of identities between correlation functions that can be seen as a generalization of Green Kubo formula to the nonlinear regime. As an application, we discuss a…

Statistical Mechanics · Physics 2015-05-14 Marcello Porta

A finite-time fluctuation theorem is proved for the diffusion-influenced surface reaction A<->B in a domain with any geometry where the species A and B undergo diffusive transport between the reservoir and the catalytic surface. A…

Statistical Mechanics · Physics 2018-12-24 Pierre Gaspard , Raymond Kapral

Bayesian inference provides a principled probabilistic framework for quantifying uncertainty by updating beliefs based on prior knowledge and observed data through Bayes' theorem. In Bayesian deep learning, neural network weights are…

Machine Learning · Computer Science 2024-10-22 Yijie Zhang

We show that an appropriately defined fluctuation-dissipation theorem, connecting generalized susceptibilities and time correlation functions, is valid for times shorter than the nucleation time of the metastable state of Markovian systems…

Statistical Mechanics · Physics 2009-11-10 G. Baez , H. Larralde , F. Leyvraz , R. A. Mendez-Sanchez

We experimentally demonstrate that highly structured distributions of work emerge during even the simple task of erasing a single bit. These are signatures of a refined suite of time-reversal symmetries in distinct functional classes of…

A Gaussian fluctuation formula is proved for linear statistics of complex random matrices in the case that the statistic is rotationally invariant. For a general linear statistic without this symmetry, Coulomb gas theory is used to predict…

Statistical Mechanics · Physics 2007-05-23 P. J. Forrester

We discuss the transient and steady state fluctuation relation for a mechanical system in contact with two deterministic thermostats at different temperatures. The system is a modified Lorentz gas in which the fixed scatterers exchange…

Statistical Mechanics · Physics 2011-09-08 Carlos Mejia-Monasterio , Lamberto Rondoni

The applicability of stochastic differential equations to thermodynamics is considered and a new form, different from the classical Ito and Stratonovich forms, is introduced. It is shown that the new presentation is more appropriate for the…

Statistical Mechanics · Physics 2015-06-05 R. Tsekov

Recent research has considered the stochastic thermodynamics of multiple interacting systems, representing the overall system as a Bayes net. I derive fluctuation theorems governing the entropy production (EP)of arbitrary sets of the…

Statistical Mechanics · Physics 2025-09-01 David H. Wolpert

The housekeeping heat $Q\hk$ is the dissipated heat necessary to maintain the violation of detailed balance in nonequilibrium steady states. By analyzing the evolution of its probability distribution, we prove an integral fluctuation…

Statistical Mechanics · Physics 2007-05-23 T. Speck , U. Seifert

Classification approaches based on the direct estimation and analysis of posterior probabilities will degrade if the original class priors begin to change. We prove that a unique (up to scale) solution is possible to recover the data…

Machine Learning · Computer Science 2022-01-26 Jim Davis

Asymptotic fluctuation theorems are statements of a Gallavotti-Cohen symmetry in the rate function of either the time-averaged entropy production or heat dissipation of a process. Such theorems have been proved for various general classes…

Mathematical Physics · Physics 2010-01-23 Benjamin Hertz Shargel , Tom Chou

We introduce from an experimental point of view the main concepts of fluctuation theorems for work, heat and entropy production in out of equilibrium systems. We will discuss the important difference between the applications of these…

Statistical Mechanics · Physics 2015-05-20 Sergio Ciliberto , Sylvain Joubaud , Artem Petrosyan