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Related papers: Fluctuation theorem and natural time analysis

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The expected utility hypothesis is a popular concept in economics that is useful for making decisions when the payoff is uncertain. In this paper, we investigate the implications of a fluctuation theorem in the theory of expected utility.…

Statistical Mechanics · Physics 2024-01-17 Gianluca Francica , Luca Dell'Anna

We study the statistical fluctuations (such as the variance) of causal set quantities, with particular focus on the causal set action. To facilitate calculating such fluctuations, we develop tools to account for correlations between causal…

General Relativity and Quantum Cosmology · Physics 2025-02-11 Heidar Moradi , Yasaman K. Yazdi , Miguel Zilhão

Many complex systems exhibit extreme events far more often than expected for a normal distribution. This work examines how self-similar bursts of activity across several orders of magnitude can emerge from first principles in systems that…

Physics and Society · Physics 2015-11-13 Felix Patzelt

Understanding and manipulating work fluctuations in microscale and nanoscale systems are of both fundamental and practical interest. For example, in considering the Jarzynski equality $\langle e^{-\beta W} \rangle=e^{-\beta \Delta F}$, a…

Statistical Mechanics · Physics 2015-08-26 Gaoyang Xiao , Jiangbin Gong

Fluctuation scaling is observed phenomenon from complex networks through finance to ecology. It means that the variance and the mean of a specific quantity are related as $\ev{\sigma^2|n}\propto \ev{n|A}^{2\alpha}$ with $1/2\geq \alpha \geq…

Physics and Society · Physics 2008-12-02 Zoltan Eisler , Janos Kertesz

The fluctuation theorems have remained one of the cornerstones in the study of systems that are driven far out of equilibrium, and they provide strong constraints on the fraction of trajectories that behave atypically in light of the second…

Statistical Mechanics · Physics 2015-06-05 Sourabh Lahiri , A. M. Jayannavar

We investigate in this work the effects of interaction on the fluctuation of empirical measures. The systems with positive definite interaction potentials tend to exhibit smaller fluctuation compared to the fluctuation in standard Monte…

Probability · Mathematics 2022-04-19 Lei Li , Jiaheng Chen

We study the fluctuations of the autocorrelation and autoresponse functions and, in particular, their variances and co-variance. In a first general part of the Article, we show the equivalence of the variance of the response function with…

Statistical Mechanics · Physics 2015-05-18 Federico Corberi , Eugenio Lippiello , Alessandro Sarracino , Marco Zannetti

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…

Statistical Mechanics · Physics 2015-06-12 Bruno Leggio , Anna Napoli , Heinz-Peter Breuer , Antonino Messina

Since its introduction in 2001, natural time analysis has been applied to diverse fields with remarkable results. Its validity has not been doubted by any publication to date. Here, we indicate that frequently asked questions on the…

Statistical Mechanics · Physics 2016-09-21 Panayiotis A. Varotsos , Nicholas V. Sarlis , Efthimios S. Skordas

Fluctuation theorems (FTs), which describe some universal properties of nonequilibrium fluctuations, are examined from a quantum perspective and derived by introducing a two-point measurement on the system. FTs for closed and open systems…

Statistical Mechanics · Physics 2015-05-13 Massimiliano Esposito , Upendra Harbola , Shaul Mukamel

We prove the existence of a critical regime for the fluctuations of the ground-state energy of the spherical Sherrington-Kirkpatrick model in an external field, confirming predictions given in [3,12]. We also establish a critical regime for…

Probability · Mathematics 2020-10-27 Pax Kivimae

We compare two predictions regarding the microscopic fluctuations of a system that is driven away from equilibrium: one due to Crooks [J. Stat. Phys. 90, 1481 (1998)] which has gained recent attention in the context of nonequilibrium work…

Statistical Mechanics · Physics 2009-11-13 Jordan Horowitz , Christopher Jarzynski

A finite-time fluctuation theorem is proved for the diffusion-influenced surface reaction A<->B in a domain with any geometry where the species A and B undergo diffusive transport between the reservoir and the catalytic surface. A…

Statistical Mechanics · Physics 2018-12-24 Pierre Gaspard , Raymond Kapral

The housekeeping heat $Q\hk$ is the dissipated heat necessary to maintain the violation of detailed balance in nonequilibrium steady states. By analyzing the evolution of its probability distribution, we prove an integral fluctuation…

Statistical Mechanics · Physics 2007-05-23 T. Speck , U. Seifert

We use a recently proved fluctuation theorem for the currents to develop the response theory of nonequilibrium phenomena. In this framework, expressions for the response coefficients of the currents at arbitrary orders in the thermodynamic…

Statistical Mechanics · Physics 2015-05-13 D. Andrieux , P. Gaspard

We propose a method to calculate the large deviations of current fluctuations in a class of stochastic particle systems with history-dependent rates. Long-range temporal correlations are seen to alter the speed of the large deviation…

Statistical Mechanics · Physics 2009-08-07 R. J. Harris , H. Touchette

The Fluctuation Relation (FR) is an asymptotic result on the distribution of certain observables averaged over time intervals T as T goes to infinity and it is a generalization of the fluctuation--dissipation theorem to far from equilibrium…

Statistical Mechanics · Physics 2009-11-10 A. Giuliani , F. Zamponi , G. Gallavotti

Dynamical systems in nature exhibit selfsimilar fractal fluctuations and the corresponding power spectra follow inverse power law form signifying long-range space-time correlations identified as self-organized criticality. The physics of…

General Physics · Physics 2008-05-23 A. M. Selvam

For diffusive systems that can be described by fluctuating hydrodynamics and by the Macroscopic Fluctuation Theory of Bertini et al., the total current fluctuations display universal features when the system is closed and in equilibrium.…

Statistical Mechanics · Physics 2011-11-29 Vivien Lecomte , Alberto Imparato , Frédéric Van Wijland