Related papers: Fluctuation-Dissipation Theory of Input-Output Int…
To investigate the actual phenomena of transport on a complex network, we analysed empirical data for an inter-firm trading network, which consists of about one million Japanese firms and the sales of these firms (a sale corresponds to the…
This thesis is devoted to the study of dynamical properties of diluted models. These are mean field statistical mechanics systems, but with finite local connectivity. Among other reasons, the interest for these models arises from their deep…
We describe the relation between the isothermal atomic compressibility and density fluctuations in mixtures of two-component fermions with population or mass imbalance. We derive a generalized version of the fluctuation-dissipation theorem…
Using the correlation matrix formalism we study the temporal aspects of the Warsaw Stock Market evolution as represented by the WIG20 index. The high frequency (1 min) WIG20 recordings over the time period between January 2001 and October…
The efficiency statistics of a small thermodynamic machine has been recently investigated assuming that the total dissipation was a linear combination of two currents: the input and output currents. Here, we relax this standard assumption…
This paper is concerned with upstreamness and downstreamness of industries and countries. Upstreamness and downstreamness measure respectively the average distance of an industrial sector from final consumption and from primary inputs.…
We analyze the fluctuations of the dissipated energy in a simple and general model where dissipation, diffusion and driving are the key ingredients. The large deviation function for the dissipation follows from hydrodynamic fluctuation…
Periodic driving is used to operate machines that go from standard macroscopic engines to small non-equilibrium micro-sized systems. Two classes of such systems are small heat engines driven by periodic temperature variations and molecular…
The probability distribution of the entropy production for the effusion of an ideal gas between two compartments is calculated explicitly. The fluctuation theorem is verified. The analytic results are in good agreement with numerical data…
The fluctuation-dissipation theorem is a central result in statistical mechanics and is usually formulated for systems described by diffusion processes. In this paper, we propose a generalization for a wider class of stochastic processes,…
We derive spectral fluctuation--dissipation--response inequalities for finite-state Markov jump processes. By comparing the causal susceptibility to its passive equilibrium reference, we establish frequency-resolved and frequency-integrated…
The minimum entropy production principle provides an approximative variational characterization of close-to-equilibrium stationary states, both for macroscopic systems and for stochastic models. Analyzing the fluctuations of the empirical…
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…
A reformulation of the fluctuation-dissipation theorem of Callen and Welton is presented in such a manner that the basic idea of Feynman-Vernon and Caldeira -Leggett of using an infinite number of oscillators to simulate the dissipative…
The inference of causal relationships among observed variables is a pivotal, longstanding problem in the scientific community. An intuitive method for quantifying these causal links involves examining the response of one variable to…
Fluctuation relations are powerful equalities that hold far from equilibrium. However, the standard approach to include measurement and feedback schemes may become inapplicable in certain situations, including continuous measurements,…
In this paper we compare market price fluctuations with the response to fundamental price drops within the Lux-Marchesi model which is able to reproduce the most important stylized facts of real market data. Major differences can be…
We investigated the validity of fluctuation-dissipation relations in the nonequilibrium stationary state of fluidized granular media under gravity by two independent approaches, based on theory and numerical simulations. A phenomenological…
We report the statistical properties of the fluctuations of the energy flux in an electronic RC circuit driven with a stochastic voltage. The fluctuations of the power injected in the circuit are measured as a function of the damping rate…
We have analyzed the Indices of Industrial Production (Seasonal Adjustment Index) for a long period of 240 months (January 1988 to December 2007) to develop a deeper understanding of the economic shocks. The angular frequencies estimated…