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We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…

Probability · Mathematics 2015-02-20 Konstantinos Spiliopoulos

Non-equilibrium fluctuations of various stochastic variables, such as work and entropy production, have been widely discussed recently in the context of large deviations, cumulants and fluctuation relations. Typically, one looks at the…

Statistical Mechanics · Physics 2016-08-03 Keiji Saito , Abhishek Dhar

We study the link between relaxation to the equilibrium and anomalous superdiffusive motion in a classical N-body hamiltonian system with long-range interaction showing a second-order phase-transition in the canonical ensemble. Anomalous…

Statistical Mechanics · Physics 2009-10-31 V. Latora , A. Rapisarda , S. Ruffo

We obtain the fluctuations for the occupation time of one-dimensional symmetric exclusion processes with speed change, where the transition rates (conductances) are driven by a general function W. The approach does not require sharp bounds…

Probability · Mathematics 2014-07-31 Tertuliano Franco , Patrícia Gonçalves , Adriana Neumann

We investigate continuous time random walks with truncated $\alpha$-stable trapping times. We prove distributional ergodicity for a class of observables; namely, the time-averaged observables follow the probability density function called…

Statistical Mechanics · Physics 2015-05-27 Tomoshige Miyaguchi , Takuma Akimoto

A Levy walk is a non-Markovian stochastic process in which the elementary steps of the walker consist of motion with constant speed in randomly chosen directions and for a random period of time. The time of flight is chosen from a…

Statistical Mechanics · Physics 2013-08-27 Abhishek Dhar , Keiji Saito

The condition of thermal equilibrium simplifies the theoretical treatment of fluctuations as found in the celebrated Einstein's relation between mobility and diffusivity for Brownian motion. Several recent theories relax the hypothesis of…

Statistical Mechanics · Physics 2014-04-10 Andrea Gnoli , Andrea Puglisi , Alessandro Sarracino , Angelo Vulpiani

Limit theorems for the time average of some observation functions in an infinite measure dynamical system are studied. It is known that intermittent phenomena, such as the Rayleigh-Benard convection and Belousov-Zhabotinsky reaction, are…

Statistical Mechanics · Physics 2010-05-14 Takuma Akimoto

We study fluctuations of ergodic averages generated by actions of amenable groups. In the setting of an abstract ergodic theorem for locally compact second countable amenable groups acting on uniformly convex Banach spaces, we deduce a…

Dynamical Systems · Mathematics 2019-01-25 Andrew Warren

We provide a simple no-go theorem for ergodicity and the generalized Einstein relation for anomalous diffusion processes. The theorem states that either ergodicity in the sense of equal time and ensemble averaged mean squared displacements…

Statistical Mechanics · Physics 2014-06-03 D. Froemberg , E. Barkai

In this paper, we study the basic problem of a charged particle in a stochastic magnetic field. We consider dichotomous fluctuations of the magnetic field {where the sojourn time in one of the two states are distributed according to a given…

Disordered Systems and Neural Networks · Physics 2021-06-28 Gerardo Aquino , Kristopher J. Chandia , Mauro Bologna

Renewal process is a point process where an inter-event time between successive renewals is an independent and identically distributed random variable. Alternating renewal process is a dichotomous process and a slight generalization of the…

Statistical Mechanics · Physics 2023-06-02 Takuma Akimoto

Diffusive scaling of position moments and a central limit theorem are obtained for the mean position of a quantum particle hopping on a cubic lattice and subject to a random potential consisting of a large static part and a small part that…

Mathematical Physics · Physics 2015-12-11 Jeffrey Schenker

It is shown that density fluctuations obey a scaling law in an open Friedmann universe. In a flat universe, the fluctuations are not scale-invariant. We compute the growth rate of adiabatic scale-invariant density fluctuations in flat, open…

Astrophysics · Physics 2007-05-23 Elcio Abdalla , Roya Mohayaee

A mapping of nonextensive statistical mechanics into Gibbs' statistical mechanics exists, which leads to a generalization of Einstein's formula for fluctuations. A unified treatment of stability of relaxed states in nonextensive statistical…

Classical Physics · Physics 2018-01-30 Andrea Di Vita

We show the relation between processes which are modeled by a Langevin equation with multiplicative noise and infinite ergodic theory. We concentrate on a spatially dependent diffusion coefficient that behaves as ${D(x)}\sim…

Statistical Mechanics · Physics 2019-05-01 N. Leibovich , E. Barkai

In previous work by Avena and den Hollander, a model of a one-dimensional random walk in a dynamic random environment was proposed where the random environment is resampled from a given law along a growing sequence of deterministic times.…

Probability · Mathematics 2018-03-12 L. Avena , Y. Chino , C. da Costa , F. den Hollander

We study the current of particles that move independently in a common static random environment on the one-dimensional integer lattice. A two-level fluctuation picture appears. On the central limit scale the quenched mean of the current…

Probability · Mathematics 2016-08-14 Jonathon Peterson , Timo Seppäläinen

We present a spectral-theoretic approach to time-average statistical mechanics for general, non-equilibrium initial conditions. We consider the statistics of bounded, local additive functionals of reversible as well as irreversible ergodic…

Statistical Mechanics · Physics 2020-10-21 Alessio Lapolla , David Hartich , Aljaž Godec

In this expository note, we study several families of periodic graphs which satisfy a sufficient condition for the ergodicity of the associated continuous-time quantum walk. For these graphs, we compute the limiting distribution of the walk…

Mathematical Physics · Physics 2025-03-12 Anne Boutet de Monvel , Kiran Kumar A. S. , Mostafa Sabri
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