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In this paper, we extend the fluctuation theorems used for quantum channels to multitime processes. The fluctuation theorems for quantum channels are less restrictive. We show that the given entropy production can be equal to the result of…

Quantum Physics · Physics 2022-06-30 Zhiqiang Huang

Scaling properties in financial fluctuations are reviewed from the standpoint of statistical physics. We firstly show theoretically that the balance of demand and supply enhances fluctuations due to the underlying phase transition…

Statistical Mechanics · Physics 2008-12-10 H. Takayasu , M. Takayasu , M. P. Okazaki , K. Marumo , T. Shimizu

Fluctuation relations for the entropy production in non equilibrium stationary states of Ising models are investigated by Monte Carlo simulations. Systems in contact with heat baths at two different temperatures or subject to external…

Statistical Mechanics · Physics 2009-11-13 A. Piscitelli , F. Corberi , G. Gonnella , A. Pelizzola

Recently Mayer et al. [Phys. Rev. E {\bf 68}, 016116 (2003)] proposed a new way to compute numerically the fluctuation-dissipation ratios in nonequilibrium critical systems. Using well-known facts of nonequilibrium critical dynamics I show…

Statistical Mechanics · Physics 2009-11-10 Michel Pleimling

The fluctuation-dissipation theorem requires the presence of thermal noise in viscous fluids. The time and length scales of heavy ion collisions are small enough so that the thermal noise can have a measurable effect on observables. Thermal…

Nuclear Theory · Physics 2015-04-16 C. Young , J. I. Kapusta , C. Gale , S. Jeon , B. Schenke

The fluctuation dissipation theorem (FDT) is the basis for a microscopic description of the interaction between electromagnetic radiation and matter.By assuming the electromagnetic radiation in thermal equilibrium and the interaction in the…

Statistical Mechanics · Physics 2018-05-22 Lino Reggiani , Eleonora Alfinito

For systems in equilibrium at a temperature $T$, thermal noise and energy damping are related to $T$ through the fluctuation-dissipation theorem (FDT). We study here an extension of the FDT to an out of equilibrium steady state: a…

Statistical Mechanics · Physics 2023-03-23 Alex Fontana , Ludovic Bellon

The role of fluctuation-dissipation relations (theorems) for the magnetization dynamics with Landau-Lifshitz-Gilbert and Bloch-Bloembergen damping terms are discussed. We demonstrate that the use of the Callen-Welton fluctuation-dissipation…

Statistical Mechanics · Physics 2009-11-11 Vladimir L. Safonov , H. Neal Bertram

Systems with interacting degrees of freedom play a prominent role in stochastic thermodynamics. Our aim is to use the concept of detached path probabilities and detached entropy production for bipartite Markov processes and elaborate on a…

Statistical Mechanics · Physics 2017-10-17 Jannik Ehrich , Andreas Engel

We explore what causes business cycles by analyzing the Japanese industrial production data. The methods are spectral analysis and factor analysis. Using the random matrix theory, we show that two largest eigenvalues are significant. Taking…

General Finance · Quantitative Finance 2010-11-23 Hiroshi Iyetomi , Yasuhiro Nakayama , Hiroshi Yoshikawa , Hideaki Aoyama , Yoshi Fujiwara , Yuichi Ikeda , Wataru Souma

The article provides a unitary and complete solution to the fluctuation-dissipation relations for particle hydromechanics in a generic fluid, accounting for the hydrodynamic fluid-particle interactions (including arbitrary memory kernels in…

Statistical Mechanics · Physics 2024-12-30 Massimiliano Giona , Giuseppe Procopio , Chiara Pezzotti

We discuss superstatistics theory of labour productivity. Productivity distribution across workers, firms and industrial sectors are studied empirically and found to obey power-distributions, in sharp contrast to the equilibrium theories of…

General Finance · Quantitative Finance 2015-05-13 Hideaki Aoyama , Hiroshi Yoshikawa , Hiroshi Iyetomi , Yoshi Fujiwara

Fluctuations associated with relaxations in far-from-equilibrium regime is of fundamental interest for a large variety of systems within broad scales. Recent advances in techniques such as spectroscopy have generated the possibility for…

Quantum Physics · Physics 2021-09-08 Zhedong Zhang , Xuanhua Wang , Jin Wang

Inferring the directionality of interactions between cellular processes is a major challenge in systems biology. Time-lagged correlations allow to discriminate between alternative models, but they still rely on assumed underlying…

Quantitative Methods · Quantitative Biology 2017-11-15 Sourabh Lahiri , Philippe Nghe , Sander J. Tans , Martin Luc Rosinberg , David Lacoste

We develop a new methodology for the fluctuation theory of continuous-time skip-free Markov chains, extending the recent work of Choi and Patie [5] for discrete-time skip-free Markov chains. As the main application we use it to derive a…

Probability · Mathematics 2022-08-31 R. Loeffen , P. Patie , J. Wang

We generalize the effective field theory of single clock inflation to include dissipative effects. Working in unitary gauge we couple a set of composite operators in the effective action which is constrained solely by invariance under…

High Energy Physics - Theory · Physics 2015-05-30 Diana Lopez Nacir , Rafael A. Porto , Leonardo Senatore , Matias Zaldarriaga

The validity of the fluctuation theorem for entropy production as deduced from the observation of trajectories implicitly requires that all slow degrees of freedom are accessible. We experimentally investigate the role of hidden slow…

Soft Condensed Matter · Physics 2012-06-11 Jakob Mehl , Boris Lander , Clemens Bechinger , Valentin Blickle , Udo Seifert

The fluctuation-dissipation relation (FDR) links thermal fluctuations and dissipation at thermal equilibrium through temperature. Extending it beyond equilibrium conditions in pursuit of broadening thermodynamics is often feasible, albeit…

Statistical Mechanics · Physics 2025-02-04 Dima Boriskovsky , Benjamin Lindner , Yael Roichman

The thermodynamic behavior of Markovian open quantum systems can be described at the level of fluctuations by using continuous monitoring approaches. However, practical applications require assessing imperfect detection schemes, where the…

Sagawa and Ueda established a fluctuation theorem of information exchange by revealing the role of correlations in stochastic thermodynamics and unified the non-equilibrium thermodynamics of measurement and feedback control [T. Sagawa and…

Statistical Mechanics · Physics 2019-03-26 Lee Jinwoo