Related papers: Non-Gaussian fluctuations in stochastic models wit…
The unique fluctuation-dissipation theorem for equilibrium stands in contrast with the wide variety of nonequilibrium linear response formulae. Their most traditional approach is "analytic", which, in the absence of detailed balance,…
Stochastic reaction-diffusion models can be analytically studied on complex networks using the linear noise approximation. This is illustrated through the use of a specific stochastic model, which displays traveling waves in its…
We derive the distribution of particle currents for a system of interacting active Brownian particles in the long time limit using large deviation theory and a weighted many body expansion. We find the distribution is non-Gaussian, except…
The well known van Kampen system size expansion, while of rather general applicability, is shown to fail to reproduce some qualitative features of the time evolution for systems with an absorbing state, apart from a transient initial time…
We show that the three-point skewness of concentration fluctuations is non-vanishing in free liquid diffusion, even in the limit of vanishingly small mean concentration gradients. We exploit a high-Schmidt reduction of nonlinear…
A conditioned stochastic process can display a very different behavior from the unconditioned process. In particular, a conditioned process can exhibit non-Gaussian fluctuations even if the unconditioned process is Gaussian. In this work,…
In this article we discuss several aspects of the stochastic dynamics of spin models. The paper has two independent parts. Firstly, we explore a few properties of the multi-point correlations and responses of generic systems evolving in…
We consider a general class of nonlinear diffusive models with bulk dissipation and boundary driving, and derive its hydrodynamic description in the large size limit. Both the average macroscopic behavior and the fluctuating properties of…
The emergence of non-gaussian distributions for macroscopic quantities in nonequilibrium steady states is discussed with emphasis on the effective criticality and on the ensuing universality of distribution functions. The following problems…
Gaussian macroscopic fluctuation theory underpins the understanding of noise in a broad class of nonequilibrium systems. We derive exact fluctuation-response relations linking the power spectral density of stationary fluctuations to the…
Recent progress of a general deterministic approach to the non-Gaussian fluctuation dynamics is reviewed, with an emphasis on the derivation of the fluctuation evolution equations and their phenomenological implication in heavy-ion…
Computing analytically the $n$-point density correlations in systems of interacting particles is a long-standing problem of statistical physics, with a broad range of applications, from the interpretation of scattering experiments in simple…
We study the distribution of resistance fluctuations of conducting thin films with different levels of internal disorder. The film is modeled as a resistor network in a steady state determined by the competition between two biased…
We consider a system of $N$ disordered mean-field interacting diffusions within spatial constraints: each particle $\theta_i$ is attached to one site $x_i$ of a periodic lattice and the interaction between particles $\theta_i$ and…
An experimental study of current fluctuations through a tunable transmission barrier, a quantum point contact, are reported. We measure the probability distribution function of transmitted charge with precision sufficient to extract the…
We construct classes of stochastic differential equations with fluctuating friction forces that generate a dynamics correctly described by Tsallis statistics and nonextensive statistical mechanics. These systems generalize the way in which…
We propose a simple stochastic model of cascading transport in wave number space to clarify the origin of intermittent behavior of fully-developed fluid turbulence. In spite of lack of nonlinearity and viscosity the model gives non-Gaussian…
We study fluctuations of the empirical processes of a non-equilibrium interacting particle system consisting of two species over a domain that is recently introduced in [8] and establish its functional central limit theorem. This…
We study non-equilibrium statistical mechanics of a Gaussian dynamical system and compute in closed form the large deviation functionals describing the fluctuations of the entropy production observable with respect to the reference state…
Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of…