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In this paper I am presenting an overview on several topics related to nonequilibrium fluctuations in small systems. I start with a general discussion about fluctuation theorems and applications to physical examples extracted from physics…

Statistical Mechanics · Physics 2007-05-23 F. Ritort

Starting from the most general formulation of stochastic thermodynamics---i.e. a thermodynamically consistent nonautonomous stochastic dynamics describing systems in contact with several reservoirs---, we define a procedure to identify the…

Statistical Mechanics · Physics 2018-02-07 Riccardo Rao , Massimiliano Esposito

Many fluctuating systems consist of macroscopic structures in addition to noisy signals. Thus, for this class of fluctuating systems, the scaling behaviors are very complicated. Such phenomena are quite commonly observed in Nature, ranging…

Statistical Mechanics · Physics 2007-05-23 Ning-Ning Pang , Hisen-Ching Kao , Wen-Jer Tzeng

Fluctuation dynamics of an experimentally measured observable offer a primary signal for nonequilibrium systems, along with dynamics of the mean. While universal speed limits for the mean have actively been studied recently, constraints for…

Statistical Mechanics · Physics 2024-11-08 Ryusuke Hamazaki

Macroscopic fluctuations have become an essential tool to understand physics far from equilibrium due to the link between their statistics and nonequilibrium ensembles. The optimal path leading to a fluctuation encodes key information on…

Statistical Mechanics · Physics 2017-03-13 N. Tizón-Escamilla , P. I. Hurtado , P. L. Garrido

In this work, we have studied simple models that can be solved analytically to illustrate various fluctuation theorems. These fluctuation theorems provide symmetries individually to the distributions of physical quantities like the…

Statistical Mechanics · Physics 2015-05-20 Mamata Sahoo , Sourabh Lahiri , A. M. Jayannavar

This thesis is dedictaed to the study of fluctuation and correlation observables of hadronic equilibrium systems. The statistical hadronization model of high energy physics, in its ideal, i.e. non-interacting, gas approximation will be…

Nuclear Theory · Physics 2010-08-13 Michael Hauer

Maximum-entropy ensembles are key primitives in statistical mechanics from which thermodynamic properties can be derived. Over the decades, several approaches have been put forward in order to justify from minimal assumptions the use of…

Quantum Physics · Physics 2018-03-13 Paul Boes , Henrik Wilming , Jens Eisert , Rodrigo Gallego

Traditional thermodynamics governs the behaviour of large systems that evolve between states of thermal equilibrium. For these large systems, the mean values of thermodynamic quantities (such as work, heat and entropy) provide a good…

Statistical Mechanics · Physics 2019-05-01 Andrew J. P. Garner

One of the standardized features of financial data is that log-returns are uncorrelated, but absolute log-returns or their squares namely the fluctuating volatility are correlated and is characterized by heavy tailed in the sense that some…

Statistical Finance · Quantitative Finance 2021-05-11 Geoffrey Ducournau

We introduce a novel entropy-related function, \textit{non-repeatability}, designed to capture dynamical behaviors in complex systems. Its normalized form, \textit{mutability}, has been previously applied in statistical physics as a…

Statistical Mechanics · Physics 2025-04-04 Eugenio E. Vogel , Francisco J. Peña , G. Saravia , P. Vargas

The fluctuation-dissipation-theorem connects equilibrium to mildly (linearly) perturbed situations in a thermodynamic manner: It involves the observable of interest and the entropy production caused by the perturbation. We derive a relation…

Statistical Mechanics · Physics 2021-03-24 Tristan Holsten , Matthias Krüger

Fluctuation theorems establish exact relations for nonequilibrium dynamics, profoundly advancing the field of stochastic thermodynamics. In this work, we extend quantum fluctuation theorems beyond the traditional thermodynamic framework to…

Quantum Physics · Physics 2026-02-24 Kun Zhang , Mo-Yang Ni , Hai-Long Shi , Xiao-Hui Wang , Jin Wang

Gibbs and Boltzmann definitions of temperature agree only in the macroscopic limit. The ambiguity in identifying the equilibrium temperature of a finite sized `small' system exchanging energy with a bath is usually understood as a…

Biological Physics · Physics 2015-03-09 Purushottam D. Dixit

The time-reversal symmetry of nonequilibrium fluctuations is experimentally investigated in two out-of-equilibrium systems namely, a Brownian particle in a trap moving at constant speed and an electric circuit with an imposed mean current.…

Statistical Mechanics · Physics 2016-08-31 David Andrieux , Pierre Gaspard , Sergio Ciliberto , Nicolas Garnier , Sylvain Joubaud , Artyom Petrosyan

An overview is presented of several diverse branches of work in the area of effectively 2D fluid equilibria which have in common that they are constrained by an infinite number of conservation laws. Broad concepts, and the enormous variety…

Fluid Dynamics · Physics 2022-12-27 Peter B. Weichman , J. B. Marston

Nonequilibrium fluctuations of a tagged, or distinguished particle in a class of one dimensional mean-zero zero-range systems with sublinear, increasing rates are derived. In Jara-Landim-Sethuraman (2009), processes with at least linear…

Probability · Mathematics 2010-11-05 Milton Jara , Claudio Landim , Sunder Sethuraman

A theory for non-equilibrium systems is derived from a maximum entropy approach similar in spirit to the equilibrium theory given by Gibbs. Requiring Hamilton's principle of stationary action to be satisfied on average during a trajectory,…

Statistical Mechanics · Physics 2019-02-04 David M. Rogers , Susan B. Rempe

We derive the fluctuation theorem for a stochastic and periodically driven system coupled to two reservoirs with the aid of a master equation. We write down the cumulant generating functions for both the current and entropy production in…

Statistical Mechanics · Physics 2020-11-26 Kazutaka Takahashi , Yuki Hino , Keisuke Fujii , Hisao Hayakawa

We study nonequilibrium thermodynamics of complex information flows induced by interactions between multiple fluctuating systems. Characterizing nonequilibrium dynamics by causal networks (i.e., Bayesian networks), we obtain novel…

Statistical Mechanics · Physics 2013-11-07 Sosuke Ito , Takahiro Sagawa
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