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For systems close to equilibrium, the relaxation properties of measurable physical quantities are described by the linear response theory and the fluctuation-dissipation theorem (FDT). Accordingly, the response or the generalized…

Statistical Mechanics · Physics 2012-07-11 Bartlomiej Dybiec , Juan M. R. Parrondo , Ewa Gudowska-Nowak

Time-integrated state observables, which quantify the fraction of time spent by the system in a specific pool of states, are important in many fields, such as chemical sensing or the theory of fluorescence spectroscopy. We derive exact…

Statistical Mechanics · Physics 2026-02-23 Krzysztof Ptaszynski , Timur Aslyamov , Massimiliano Esposito

Fluctuation theorems are fundamental extensions of the second law of thermodynamics for small nonequilibrium systems. While work and heat are equally important forms of energy exchange, fluctuation relations have not been experimentally…

Statistical Mechanics · Physics 2022-02-24 Markus Rademacher , Michael Konopik , Maxime Debiossac , David Grass , Eric Lutz , Nikolai Kiesel

General aspects of the Fluctuation-Dissipation Relation (FDR), and Response Theory are considered. After analyzing the conceptual and historical relevance of fluctuations in statistical mechanics, we illustrate the relation between the…

Statistical Mechanics · Physics 2008-09-01 Umberto Marini Bettolo Marconi , Andrea Puglisi , Lamberto Rondoni , Angelo Vulpiani

Condensation of fluctuations is an interesting phenomenon conceptually distinct from condensation on average. One stricking feature is that, contrary to what happens on average, condensation of fluctuations may occurr even in the absence of…

Statistical Mechanics · Physics 2014-07-31 Marco Zannetti , Federico Corberi , Giuseppe Gonnella

Heat fluctuations are studied in a dissipative system with both mechanical and stochastic components for a simple model: a Brownian particle dragged through water by a moving potential. An extended stationary state fluctuation theorem is…

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

We introduce a framework to identify Fluctuation Relations for vector-valued observables in physical systems evolving through a stochastic dynamics. These relations arise from the particular structure of a suitable entropic functional and…

Statistical Mechanics · Physics 2025-10-22 Raphael Chetrite , Stefano Marcantoni

Diffusion is the result of repeated random scattering. It governs a wide range of phenomena from Brownian motion, to heat flow through window panes, neutron flux in fuel rods, dispersion of light in human tissue, and electronic conduction.…

Mesoscale and Nanoscale Physics · Physics 2018-07-04 Zhou Shi , Azriel Z. Genack

We study fluctuations in diffusion-limited reaction systems driven out of their stationary state. Using a numerically exact method, we investigate fluctuation ratios in various systems which differ by their level of violation of microscopic…

Statistical Mechanics · Physics 2009-11-13 Sven Dorosz , Michel Pleimling

Exact theoretical results for the violation of time dependent fluctuation-dissipation relations in driven dissipative systems are presented. The ratio of correlation to delayed response in the stochastic model introduced in [Phys. Rev.…

Statistical Mechanics · Physics 2007-05-23 Yair Shokef , Guy Bunin , Dov Levine

A time-reversal symmetry relation is established for out-of-equilibrium dilute or rarefied gases described by the fluctuating Boltzmann equation. The relation is obtained from the associated coarse-grained master equation ruling the random…

Statistical Mechanics · Physics 2015-06-05 Pierre Gaspard

Diffusion with stochastic resetting has recently emerged as a powerful modeling tool with a myriad of potential applications. Here, we study local time in this model, covering situations of free and biased diffusion with, and without, the…

Statistical Mechanics · Physics 2019-06-06 Arnab Pal , Rakesh Chatterjee , Shlomi Reuveni , Anupam Kundu

In the context of the dynamical evolution in a non-stationary thermal bath, we construct a family of fluctuation relations for the entropy production that are not verified by the work performed on the system. We exhibit fluctuation…

Statistical Mechanics · Physics 2013-05-29 Raphael Chetrite

It is known that the distribution of nonreversible Markov processes breaking the detailed balance condition converges faster to the stationary distribution compared to reversible processes having the same stationary distribution. This is…

Statistical Mechanics · Physics 2021-06-30 Francesco Coghi , Raphael Chetrite , Hugo Touchette

We consider open quantum systems weakly coupled to a heat reservoir and driven by arbitrary time-dependent parameters. We derive exact microscopic expressions for the nonequilibrium entropy production and entropy production rate, valid…

Statistical Mechanics · Physics 2012-10-24 Sebastian Deffner , Eric Lutz

We discuss inertial effects in systems outside equilibrium within the framework of non-equilibrium thermodynamics. By introducing a Gibbs equation in which the entropy depends on the probability density, we are able to describe a system of…

Statistical Mechanics · Physics 2015-06-25 J. M. Rubi , A. Perez-Madrid

We study the time evolution of the reduced Wigner function for a class of quantum Brownian motion models. We derive two generalized uncertainty relations. The first consists of a sharp lower bound on the uncertainty function, $U = (\Delta…

General Relativity and Quantum Cosmology · Physics 2011-08-11 C. Anastopoulos , J. J. Halliwell

Using Trades and Quotes data from the Paris stock market, we show that the random walk nature of traded prices results from a very delicate interplay between two opposite tendencies: long-range correlated market orders that lead to…

Statistical Mechanics · Physics 2008-12-02 Jean-Philippe Bouchaud , Yuval Gefen , Marc Potters , Matthieu Wyart

Understanding computational capabilities of simple biological circuits, such as the regulatory circuits of single-cell organisms, remains an active area of research. Recent theoretical work has shown that a simple regulatory architecture…

Biological Physics · Physics 2022-11-24 Fang Yu , Mikhail Tikhonov

In this paper we discuss the process convergence of the time dependent fluctuations of linear eigenvalue statistics of random circulant matrices with independent Brownian motion entries, as the dimension of the matrix tends to $\infty $.…

Probability · Mathematics 2019-09-04 Shambhu Nath Maurya , Koushik Saha