English
Related papers

Related papers: Fluctuation relations with intermittent non-Gaussi…

200 papers

We consider the statistics of volume fluctuations in a one-dimensional classical gas of non-interacting particles confined by a piston, and subjected to an arbitrary external potential. We show that despite the absence of interactions…

Statistical Mechanics · Physics 2008-07-29 Eric Bertin , Maxime Clusel , Peter C. W. Holdsworth

Focusing on a famous class of interacting diffusion processes called Ginzburg-Landau (GL) dynamics, we extend the Macroscopic Fluctuations Theory (MFT) to these systems in the case where the interactions are long-range, and consequently,…

Mathematical Physics · Physics 2024-05-15 Cédric Bernardin , Raphaël Chetrite

The problem of non-stationarity in financial markets is discussed and related to the dynamic nature of price volatility. A new measure is proposed for estimation of the current asset volatility. A simple and illustrative explanation is…

Statistical Finance · Quantitative Finance 2016-09-08 Sergey S. Stepanov

We consider the one dimensional boundary driven harmonic model and its continuous version, both introduced in \cite{FGK}. By combining duality and integrability the authors of \cite{FG} obtained the invariant measures in a combinatorial…

The effect of static fluctuations in the phase of the order parameter on the normal and superconducting properties of a 2D system with attractive four-fermion interaction is studied. Analytic expressions for the fermion Green's function,…

Superconductivity · Physics 2009-10-31 Valery P. Gusynin , Vadim M. Loktev , Sergei G. Sharapov

Primordial non-Gaussianity is generated by interactions of the inflaton field, either self-interactions or couplings to other sectors. These two physically different mechanisms can lead to nearly indistinguishable bispectra of the…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-30 Neil Barnaby , Sarah Shandera

Understanding the fluctuations by which phenomenological evolution equations with thermodynamic structure can be enhanced is the key to a general framework of nonequilibrium statistical mechanics. These fluctuations provide an idealized…

Statistical Mechanics · Physics 2021-02-03 Hans Christian Öttinger , Mark A. Peletier , Alberto Montefusco

We consider the Fluctuation Dissipation Theorem (FDT) of statistical physics from a mathematical perspective. We formalize the concept of "linear response function" in the general framework of Markov processes. We show that for processes…

Probability · Mathematics 2010-02-17 Amir Dembo , Jean-Dominique Deuschel

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…

Probability · Mathematics 2020-08-20 Solesne Bourguin , Siragan Gailus , Konstantinos Spiliopoulos

We compute non-Gaussianities in N-flation, a string motivated model of assisted inflation with quadratic, separable potentials and masses given by the Marcenko-Pastur distribution. After estimating parameters characterizing the bi- and…

High Energy Physics - Theory · Physics 2010-10-27 Diana Battefeld , Thorsten Battefeld

In this paper we address the problem of consistently construct Langevin equations to describe fluctuations in non-linear systems. Detailed balance severely restricts the choice of the random force, but we prove that this property together…

Condensed Matter · Physics 2007-05-23 J. Bonet Avalos , I. Pagonabarraga

We study the distribution of the resistance fluctuations of biased resistor networks in nonequilibrium steady states. The stationary conditions arise from the competition between two stochastic and biased processes of breaking and recovery…

Statistical Mechanics · Physics 2011-02-17 C. Pennetta , E. Alfinito , L. Reggiani , S. Ruffo

Models of multi-field inflation exhibiting primordial non-Gaussianity have recently been introduced. This is the case in particular if the fluctuations of a light field scalar field, transverse to the inflaton direction, with quartic…

Astrophysics · Physics 2009-11-10 Francis Bernardeau , Jean-Philippe Uzan

We study the effect of parameter fluctuations on synchronization of a coupled chaotic system. The fluctuations to the parameter can be random or it can be a periodic modulation. For random fluctuations we introduce a new quantity, the…

Chaotic Dynamics · Physics 2007-07-24 M. P John , P. U Jijo , V. M Nandakumaran

We address the experimentally observed non-Gaussian fluctuations for the energy injected into a closed turbulent flow at fixed Reynolds number. We propose that the power fluctuations mirror the internal kinetic energy fluctuations. Using a…

Statistical Mechanics · Physics 2007-05-23 B. Portelli , P. C. W. Holdsworth , J. -F. Pinton

A thermostatted dynamical model with five degrees of freedom is used to test both the Evans-Searles and the Gallavotti-Cohen fluctuation relations (ESFR and GCFR respectively). In the absence of an external driving field, the model…

Statistical Mechanics · Physics 2007-09-03 Stephen R. Williams , Debra J. Searles , Denis J. Evans

We give a proof of transient fluctuation relations for the entropy production (dissipation function) in nonequilibrium systems, which is valid for most time reversible dynamics. We then consider the conditions under which a transient…

Statistical Mechanics · Physics 2009-11-13 Debra J. Searles , Lamberto Rondoni , Denis J. Evans

Nowadays many tools, e.g. fluctuation relations, are available to characterize the statistical properties of non-equilibrium systems. However, most of these tools rely on the assumption that the driving noise is normally distributed. Here…

Statistical Mechanics · Physics 2023-11-29 Dario Lucente , Andrea Puglisi , Massimiliano Viale , Angelo Vulpiani

In this review paper, we discuss the statistical description in non-equilibrium regimes of energy fluctuations originated by the interaction between a quantum system and a measurement apparatus applying a sequence of repeated quantum…

There exists a wide temperature region $({\rm Gi}T<T-T_c<T\sqrt{{\rm Gi}})$, where the influence of fluctuations on the thermodynamic properties of superconductors can be taken into account in the linear (Gaussian) approximation, while…

Superconductivity · Physics 2009-10-31 A. I. Larkin , Yu. N. Ovchinnikov