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Related papers: Fluctuation symmetry in a two-state Markov model

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The Fluctuation Theorem describes the probability ratio of observing trajectories that satisfy or violate the second law of thermodynamics. It has been proved in a number of different ways for thermostatted deterministic nonequilibrium…

Statistical Mechanics · Physics 2009-10-31 Debra J. Searles , Denis J. Evans

We consider the boundary driven harmonic model, i.e. the Markov process associated to the open integrable XXX chain with non-compact spins. Using the factorial moments we characterize the stationary measure as a mixture of product measures.…

Probability · Mathematics 2023-10-04 Gioia Carinci , Chiara Franceschini , Rouven Frassek , Cristian Giardinà , Frank Redig

Fluctuation theorems may be partitioned into those that apply the probability measure under the original stochastic process to reversed paths, and those that construct a new, adjoint measure by similarity transform, which locally reverses…

Statistical Mechanics · Physics 2018-06-13 Eric Smith , Supriya Krishnamurthy

Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…

Statistical Mechanics · Physics 2023-05-10 Johan du Buisson , Hugo Touchette

Of indisputable relevance for non-equilibrium thermodynamics, fluctuations theorems have been generalized to the framework of quantum thermodynamics, with the notion of work playing a key role in such contexts. The typical approach consists…

Quantum Physics · Physics 2023-06-28 Thales Augusto Barbosa Pinto Silva , Renato Moreira Angelo

We study full counting statistics of coherent electron transport through multi-terminal interacting quantum-dots under a finite magnetic field. Microscopic reversibility leads to the symmetry of the cumulant generating function, which…

Mesoscale and Nanoscale Physics · Physics 2009-11-13 Keiji Saito , Yasuhiro Utsumi

Two time scale stochastic approximation algorithms emulate singularly perturbed deterministic differential equations in a certain limiting sense, i.e., the interpolated iterates on each time scale approach certain differential equations in…

Probability · Mathematics 2023-06-12 Fathima Zarin Faizal , Vivek Borkar

For a positive self-similar Markov process, X, we construct a local time for the random set, $\Theta$, of times where the process reaches its past supremum. Using this local time we describe an exit system for the excursions of X out of its…

Probability · Mathematics 2012-12-10 Loïc Chaumont , Andreas Kyprianou , Juan Carlos Pardo , Víctor Rivero

Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in terms of Markov jump processes, we identify the scaling conditions that ensure the emergence of a (typically nonlinear) deterministic dynamics and…

Statistical Mechanics · Physics 2025-05-26 Gianmaria Falasco , Massimiliano Esposito

A Markov process fluctuating away from its typical behavior can be represented in the long-time limit by another Markov process, called the effective or driven process, having the same stationary states as the original process conditioned…

Statistical Mechanics · Physics 2023-03-30 Florian Angeletti , Hugo Touchette

In this note we consider a Markov chain formed by a finite system of interacting birth-and-death processes on a finite state space. We study an asymptotic behaviour of the Markov chain as its state space becomes large. In particular, we…

Probability · Mathematics 2016-11-14 Vadim Shcherbakov , Anatoly Yambartsev

We consider heat fluctuations and fluctuation theorems for systems driven by multiple reservoirs. We establish a fundamental symmetry obeyed by the joint probability distribution for the heat transfers and system coordinates. The symmetry…

Statistical Mechanics · Physics 2014-10-03 Hans C. Fogedby , Alberto Imparato

By a detailed study of the mathematical structure of the cumulant generating function (CGF) of particle transfer in the non-interacting case we show that it satisfies duality relations connecting the CGFs of two different realizations of…

Mesoscale and Nanoscale Physics · Physics 2017-06-20 A. Komnik

The theory of large deviations deals with the probabilities of rare events (or fluctuations) that are exponentially small as a function of some parameter, e.g., the number of random components of a system, the time over which a stochastic…

Statistical Mechanics · Physics 2012-03-01 Hugo Touchette

Stochastic thermodynamics is an important development in the direction of finding general thermodynamic principles for non-equilibrium systems. We believe stochastic thermodynamics has the potential to benefit from the measure-theoretic…

Statistical Mechanics · Physics 2023-07-06 Annwesha Dutta , Saikat Sarkar

The fluctuation-dissipation relation is calculated for a class of stochastic models obeying a master equation. The transition rates are assumed to obey detailed balance also in the presence of a field. It is shown that in general the linear…

Statistical Mechanics · Physics 2016-08-31 Gregor Diezemann

Fluctuation theorems make use of time reversal to make predictions about entropy production in many-body systems far from thermal equilibrium. Here we review the wide variety of distinct, but interconnected, relations that have been derived…

Statistical Mechanics · Physics 2007-08-02 R. J. Harris , G. M. Schütz

We introduce a quantum stochastic dynamics for heat conduction. A multi-level subsystem is coupled to reservoirs at different temperatures. Energy quanta are detected in the reservoirs allowing the study of steady state fluctuations of the…

Statistical Mechanics · Physics 2007-05-23 Wojciech De Roeck , Christian Maes

We consider thermal conduction across a general nonlinear phononic junction. Based on two-time observation protocol and the field theoretical/algebraic method, the cumulants of the heat transferred in both transient and steady-state regimes…

Statistical Mechanics · Physics 2016-09-09 Huanan Li , Bijay Kumar Agarwalla , Baowen Li , Jian-Sheng Wang

In the present work we derive a Central Limit Theorem for sequences of Hilbert-valued Piecewise Deterministic Markov process models and their global fluctuations around their deterministic limit identified by the Law of Large Numbers. We…

Probability · Mathematics 2013-04-23 Martin G Riedler , Michele Thieullen