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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

The fluctuation-dissipation (F-D) theorem is a fundamental result for systems near thermodynamic equilibrium, and justifies studies between microscopic and macroscopic properties. It states that the nonequilibrium relaxation dynamics is…

Statistical Mechanics · Physics 2015-03-13 Jianhua Xing

In the last ten years, a number of ``Conventional Fluctuation Theorems'' have been derived for systems with deterministic or stochastic dynamics, in a transient or in a non-equilibrium stationary state. These theorems gave explicit…

Statistical Mechanics · Physics 2007-05-23 R. van Zon , E. G. D. Cohen

A particle with internal unobserved states diffusing in a force field will generally display effective advection-diffusion. The drift velocity is proportional to the mobility averaged over the internal states, or effective mobility, while…

Statistical Mechanics · Physics 2017-10-13 Erik Aurell , Stefano Bo

We present the application of a fluctuating hydrodynamic theory to study current fluctuations in diffusive systems on a semi-infinite line in contact with a reservoir with slow coupling. We show that the distribution of the time-integrated…

Statistical Mechanics · Physics 2023-08-04 Soumyabrata Saha , Tridib Sadhu

Fluctuation Theorems are central in stochastic thermodynamics, as they allow for quantifying the irreversibility of single trajectories. Although they have been experimentally checked in the classical regime, a practical demonstration in…

Quantum Physics · Physics 2017-10-27 C. Elouard , N. K. Bernardes , A. R. R. Carvalho , M. F. Santos , A. Auffèves

A fluctuation theorem is proved for the macroscopic currents of a system in a nonequilibrium steady state, by using Schnakenberg network theory. The theorem can be applied, in particular, in reaction systems where the affinities or…

Statistical Mechanics · Physics 2015-06-25 David Andrieux , Pierre Gaspard

While Macroscopic Fluctuation Theory (MFT) has been highly successful in analyzing non-equilibrium steady states, its application to non-steady-state processes remains limited. In this study, we apply MFT to the relaxation process of…

Statistical Mechanics · Physics 2026-05-27 Daisuke Suzuki , Tomohiro Sasamoto

In this work, I derive the time-dependent probability density function of classical observables using the Hamiltonian mechanics approach, extending the notion of fluctuation theorems for any observables. In particular, the time-dependent…

Statistical Mechanics · Physics 2023-10-13 Pierre Nazé

We examine a biomolecular machine involving a driven, observable process coupled to a hidden process in a kinetically cooperative manner. A stochastic thermodynamics framework is employed to analyze a fluctuation theorem for the…

Statistical Mechanics · Physics 2025-11-14 D. Evan Piephoff , Jianshu Cao

We obtain the exact large deviation functions of the density profile and of the current, in the non-equilibrium steady state of a one dimensional symmetric simple exclusion process coupled to boundary reservoirs with slow rates. Compared to…

Statistical Mechanics · Physics 2021-02-03 Bernard Derrida , Ori Hirschberg , Tridib Sadhu

The absence of a simple fluctuation-dissipation theorem is a major obstacle for studying systems that are not in thermodynamic equilibrium. We show that for a fluid in a non-equilibrium steady state characterized by a constant temperature…

Statistical Mechanics · Physics 2024-07-03 T. R. Kirkpatrick , D. Belitz

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…

Probability · Mathematics 2023-04-24 Marco Zamparo

We extend the work of Kurchan on the Gallavotti-Cohen fluctuation theorem, which yields a symmetry property of the large deviation function, to general Markov processes. These include jump processes describing the evolution of stochastic…

Statistical Mechanics · Physics 2015-06-25 Joel. L. Lebowitz , Herbert Spohn

We consider different models of stochastic dissipative equations and theoretically compute the probability distribution functions (actually the associated large deviation functions) of the time averaged injected power required to sustain a…

Statistical Mechanics · Physics 2015-06-24 Jean Farago

The large-deviation method can be used to study the measurement trajectories of open quantum systems. For optical arrangements this formalism allows to describe the long time properties of the (non-equilibrium) photon counting statistics in…

Quantum Physics · Physics 2010-12-06 Adrian A. Budini

The validity of the fluctuation theorem for entropy production as deduced from the observation of trajectories implicitly requires that all slow degrees of freedom are accessible. We experimentally investigate the role of hidden slow…

Soft Condensed Matter · Physics 2012-06-11 Jakob Mehl , Boris Lander , Clemens Bechinger , Valentin Blickle , Udo Seifert

Large deviation theory provides a framework to understand macroscopic fluctuations and collective phenomena in many-body nonequilibrium systems in terms of microscopic dynamics. In these lecture notes we discuss the large deviation…

Statistical Mechanics · Physics 2025-01-17 Pablo I. Hurtado

In the course of Darwinian evolution of a population, punctualism is an important phenomenon whereby long periods of genetic stasis alternate with short periods of rapid evolutionary change. This paper provides a mathematical interpretation…

Probability · Mathematics 2009-03-17 Nicolas Champagnat

We study the large deviation estimates for the short time asymptotic behavior of a strongly degenerate diffusion process. Assuming a nilpotent structure of the Lie algebra generated by the driving vector fields, we obtain a graded large…

Probability · Mathematics 2019-01-30 Gérard Ben Arous , Jing Wang
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