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Sub-Gaussian and subexponential distributions are introduced and applied to study the fluctuation-response relation out of equilibrium. A bound on the difference in expected values of an arbitrary sub-Gaussian or subexponential physical…
The cumulant generating function of time-averaged current is studied from an operational viewpoint. Specifically, for interacting Brownian particles under non-equilibrium conditions, we show that the first derivative of the cumulant…
We study the fluctuation-dissipation theorem for a Brownian particle driven into a nonequilibrium steady state experimentally. We validate two different theoretical variants of a generalized fluctuation-dissipation theorem. Furthermore, we…
The distribution of price returns for a class of uncorrelated diffusive dynamics is considered. The basic assumptions are (1) that there is a "consensus" value associated with a stock, and (2) that the rate of diffusion depends on the…
We present a diagrammatic formulation of a theory for the time dependence of density fluctuations in equilibrium systems of interacting Brownian particles. To facilitate derivation of the diagrammatic expansion we introduce a basis that…
We derive an exact expression of the response function to an infinitesimal magnetic field for an Ising-Glauber-like model with arbitrary exchange couplings. The result is expressed in terms of thermodynamic averages and does not depend on…
A standard inverse problem is to determine a source which is supported in an unknown domain $D$ from external boundary measurements. Here we consider the case of a time-dependent situation where the source is equal to unity in an unknown…
This article traces the development of fluctuation theory and its deep connection to irreversibility, from equilibrium to near-equilibrium, and finally to far-from-equilibrium systems. Classical fluctuation theorems, which capture the…
Generalized (non-Markovian) diffusion equations with different memory kernels and subordination schemes based on random time change in the Brownian diffusion process are popular mathematical tools for description of a variety of non-Fickian…
Coarse-grained models are widely used to explain the effective behavior of partially observable physical systems with hidden degrees of freedom. Reduction procedures in state space typically disrupt Markovianity and a fluctuation relation…
A generalized Einstein relation is studied for Brownian motion in a tilted potential. The exact form of the diffusion constant of the Brownian motion is compared with the generalized Einstein relation. The generalized Einstein relation is a…
The fluctuation-dissipation theorem is a hallmark of equilibrium system that stem from their time-reversal symmetry. In many non-equilibrium systems, in particular active ones, extensions and explicit violations of this theorem are used to…
The invariant response was defined from a formulation of the fluctuation-response theorem in the space of probability distributions. An inequality is here conjectured which sets the mutual information as an upper bound to the invariant…
Thermodynamic uncertainty relations (TURs) are general lower bounds on the size of fluctutations of dynamical observables. They have important consequences, one being that the precision of estimation of a current is limited by the amount of…
Assuming an effective quadratic Hamiltonian, we derive an approximate, linear stochastic equation of motion for the density-fluctuations in liquids, composed of overdamped Brownian particles. From this approach, time dependent two point…
In the derivation of fluctuation relations, and in stochastic thermodynamics in general, it is tacitly assumed that we can measure the system perfectly, i.e., without measurement errors. We here demonstrate for a driven system immersed in a…
We establish the fluctuation theorem in the presence of information exchange between a nonequilibrium system and other degrees of freedom such as an observer and a feedback controller, where the amount of information exchange is added to…
Fluctuations in conjugate thermodynamic variables are studied using the cross-correlation function. A new procedure is given enabling the derivation of fluctuation formulas for a system in equilibrium. Specifically, the cross-correlation…
We develop a general framework for response theory in diffusion processes governed by Fokker-Planck equations, based on the notion of the Dissipation Function. Using the analytically solvable Brownian oscillator model, we derive exact…
We analytically study a one dimensional compaction model in the glassy regime. Both correlation and response functions are calculated exactly in the evolving dense and low tapping strength limit, where the density relaxes in a $1/\ln t$…