Related papers: Finite sampling effects on generalized fluctuation…
The influence of periodic boundary conditions (implicit finite-size effects) on the anisotropy of pair correlations in computer simulations is studied for a dense classical fluid of pair-wise interacting krypton atoms near the triple point.…
The Kramers-Moyal analysis is a well established approach to analyze stochastic time series from complex systems. If the sampling interval of a measured time series is too low, systematic errors occur in the analysis results. These errors…
Diffusive transport in many complex systems features a crossover between anomalous diffusion at short times and normal diffusion at long times. This behavior can be mathematically modeled by cutting off (tempering) beyond a mesoscopic…
Exploiting previous results on Markovian dynamics and fluctuation theorems, we study the consequences of memory effects on single realizations of nonequilibrium processes within an open system approach. The entropy production along single…
In relativistic heavy-ion collisions, event-by-event fluctuations are known to have non-trivial implications. Even though the probability distribution is geometrically isotropic for the initial conditions, the anisotropic $\varepsilon_n$…
Coarse-grained Langevin-type effective field equations are derived for classical systems of particles. These equations include the effects of thermal fluctuation and dissipation which may arise from coupling to an external bath, as in the…
This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…
Observing finite regions of a bigger system is a common experience, from microscopy to molecular simulations. In the latter especially, there is ongoing interest in predicting thermodynamic properties from tracking fluctuations in finite…
The Jarzynski equality is generalized to situations in which nonequilibrium systems are subject to a feedback control. The new terms that arise as a consequence of the feedback describe the mutual information content obtained by measurement…
We study the effect of single biased tracer particle in a bath of other particles performing the random average process (RAP) on an infinite line. We focus on the large time behavior of the mean and the fluctuations of the positions of the…
Fluctuations may govern the fate of an interacting particle system even on the mean-field level. This is demonstrated via a three species cyclic trapping reaction with a large, yet finite number of particles, where the final number of…
We derive fluctuation relations for a many-body quantum system prepared in a Generalised Gibbs Ensemble subject to a general nonequilibrium protocol. By considering isolated integrable systems, we find generalisations to the Tasaki-Crooks…
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…
In this paper, we present a general derivation of a modified fluctuation-dissipation theorem (MFDT) valid near an arbitrary non-stationary state for a system obeying markovian dynamics. We show that the method to derive modified…
We investigate the total entropy production of a Brownian particle in a driven bistable system. This system exhibits the phenomenon of stochastic resonance. We show that in the time-periodic steady state, the probability density function…
We develop the statistical mechanics of the Hopfield model in a transverse field to investigate how quantum fluctuations affect the macroscopic behavior of neural networks. When the number of embedded patterns is finite, the Trotter…
We study the effects of uniform time delays on the extreme fluctuations in stochastic synchronization and coordination problems with linear couplings in complex networks. We obtain the average size of the fluctuations at the nodes from the…
We give an improved estimate for the regularity of the conditional distribution of the empiric mean of a finite sample of IID random variables, conditional on the sample "fluctuations", extending the well-known property of Gaussian IID…
Systematic inaccuracy is inherent in any computational estimate of a non-linear average, due to the availability of only a finite number of data values, N. Free energy differences (DF) between two states or systems are critically important…
We apply the macroscopic fluctuation theory (MFT) to study the large-scale dynamical properties of Brownian particles with arbitrary pairwise interaction. By combining it with standard results of equilibrium statistical mechanics for the…