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We study the asymptotic behaviour of a properly normalized time-changed multidimensional Wiener process; the time change is given by an additive functional of the Wiener process itself. At the level of generators, the time change means that…

Probability · Mathematics 2025-01-22 Yuliia Mishura , René L. Schilling

Let $p_t(x)$, $f_t(x)$ and $q_t^*(x)$ be the densities at time $t$ of a real L\'evy process, its running supremum and the entrance law of the reflected excursions at the infimum. We provide relationships between the asymptotic behaviour of…

Probability · Mathematics 2019-12-10 Loïc Chaumont , Jacek Małecki

Why is it that a ticking clock typically becomes less accurate when subject to outside noise but rarely the reverse? Here, we formalize this phenomenon by introducing process causal asymmetry - a fundamental difference in the amount of past…

Quantum Physics · Physics 2023-09-26 Spiros Kechrimparis , Mile Gu , Hyukjoon Kwon

Boltzmann-Sanov and Cramer-Chernoff's theorems provide large deviation probabilities, entropy, and rate functions for the spatial distribution of systems and the total internal energy of an ensemble respectively. By the method of Lagrange's…

Statistical Mechanics · Physics 2021-09-17 D. P. Shinde

Being able to measure time, whether directly or indirectly, is a significant advantage for an organism. It permits it to predict regular events, and prepare for them on time. Thus, clocks are ubiquitous in biology. In the present paper, we…

Other Quantitative Biology · Quantitative Biology 2017-06-23 Andrei D. Robu , Christoph Salge , Chrystopher L. Nehaniv , Daniel Polani

We consider two types of non linear fast diffusion equations in R^N:(1) External drift type equation with general external potential. It is a natural extension of the harmonic potential case, which has been studied in many papers. In this…

Analysis of PDEs · Mathematics 2021-01-25 Chuqi Cao , Xingyu Li

Entropy creation rate is introduced for a system interacting with thermostats ({\it i.e.}, in the usual language, for a system subject to internal conservative forces interacting with ``external'' thermostats via conservative forces) and a…

Statistical Mechanics · Physics 2007-05-23 G. Gallavotti

We provide exact large-time equivalents of the density and upper tail distributions of the exponential functional of a subordinator in terms of its Laplace exponents. This improves previous results on the logarithmic asymptotic behaviour of…

Probability · Mathematics 2021-06-17 Bénédicte Haas

The time-reversal symmetry of nonequilibrium fluctuations is experimentally investigated in two out-of-equilibrium systems namely, a Brownian particle in a trap moving at constant speed and an electric circuit with an imposed mean current.…

Statistical Mechanics · Physics 2016-08-31 David Andrieux , Pierre Gaspard , Sergio Ciliberto , Nicolas Garnier , Sylvain Joubaud , Artyom Petrosyan

A fundamental description of time can be consistent not only with the usual monotonic behavior but also with a periodic physical clock variable, coupled to the degrees of freedom of a system evolving in time. Generically, one would in fact…

Quantum Physics · Physics 2022-05-25 Martin Bojowald , Luiz Martinez , Garrett Wendel

The shortening of bodies in the direction of motion, Lorentz contraction, follows from the solution of Maxwell's equations. Moving light clocks will tick slower than those at rest because the speed of light does not depend on a source of…

General Physics · Physics 2008-09-24 Valery P. Dmitriyev

We propose a new approximation-technique to deal with the exact macroscopic integro-differential evolution equations of statistical systems which self-consistently accounts for dissipative effects. Concentrating on one and two point…

High Energy Physics - Phenomenology · Physics 2007-05-23 Herbert Nachbagauer

Continuous feedback control of Langevin processes may be non-Markovian due to a time lag between the measurement and the control action. We show that this requires to modify the basic relation between dissipation and time-reversal and to…

Statistical Mechanics · Physics 2015-06-18 T. Munakata , M. L. Rosinberg

The process of identifying a time variable in time reparameterization invariant theories results in great ambiguities about the actual laws of physics described by a given theory. A theory set up to describe one set of physical laws can…

High Energy Physics - Theory · Physics 2010-04-08 Andreas Albrecht , Alberto Iglesias

In this paper, we study the existence of the density associated to the exponential functional of the L\'evy process $\xi$, \[ I_{\ee_q}:=\int_0^{\ee_q} e^{\xi_s} \, \mathrm{d}s, \] where $\ee_q$ is an independent exponential r.v. with…

Probability · Mathematics 2011-07-20 Juan Carlos Pardo , Victor Rivero , Kees van Schaik

I derive a Fredholm determinant for the thermal correlator of vertex operators with a conformally invariant density matrix and nonlinear time evolution. Using the method of nonlinear steepest descent I find the long time asymptotics at…

Quantum Gases · Physics 2017-08-08 Tom Price

The general relativistic gravitomagnetic clock effect, in its simplest form, consists of the non-vanishing difference in the orbital periods of two counter-orbiting objects moving in opposite directions along circular orbits lying in the…

General Relativity and Quantum Cosmology · Physics 2024-10-29 Lorenzo Iorio , Bahram Mashhoon

In one-dimensional random walks, the waiting time for each direction transitions is the same, even in the presence of bias, as a consequence of the microscopic-reversibility. We study the symmetry breaking of forward/ backward transition…

Statistical Mechanics · Physics 2020-10-28 Jaeoh Shin , Anatoly B. Kolomeisky

The large time behavior of solutions to Cauchy problem for viscous Hamilton-Jacobi equation is classified. The large time asymptotics are given by very singular self-similar solutions on one hand and by self-similar viscosity solutions on…

Analysis of PDEs · Mathematics 2007-05-23 Said Benachour , Grzegorz Karch , Philippe Laurençot

There is a relation between the irreversibility of thermodynamic processes as expressed by the breaking of time-reversal symmetry, and the entropy production in such processes. We explain on an elementary mathematical level the relations…

Statistical Mechanics · Physics 2007-05-23 C. Maes , K. Netocny