Related papers: Waiting for rare entropic fluctuations
The time which a diffusing particle spends in a certain region of space is known as the occupation time, or the residence time. Recently the joint occupation time statistics of an ensemble of non-interacting particles was addressed using…
The first-passage time (FPT), defined as the time a random walker takes to reach a target point in a confining domain, is a key quantity in the theory of stochastic processes. Its importance comes from its crucial role to quantify the…
Several stochastic processes modeling molecular motors on a linear track are given by random walks (not necessarily Markovian) on quasi 1d lattices and share a common regenerative structure. Analyzing this abstract common structure, we…
Firstly the fluctuation theorems (FT) for expended work in a driven nonequilibrium system, isolated or thermostatted, together with the ensuing Jarzynski work-energy (W-E) relationships, will be discussed and reobtained. Secondly, the…
In probability theory, equalities are much less than inequalities. In this paper, we find a series of equalities which characterize the symmetry of the forming times of a family of similar cycles for discrete-time and continuous-time Markov…
We derive a general lower bound on distributions of entropy production in interacting active matter systems. The bound is tight in the limit that interparticle correlations are small and short-ranged, which we explore in four canonical…
Entropy production is often interpreted as a proxy for microscopic disorder or environmental roughness in stochastic systems. We test this interpretation using controlled simulations of overdamped stochastic dynamics on curved surfaces in…
Small systems in contact with a heat bath evolve by stochastic dynamics. Here we show that, when one such small system is weakly coupled to another one, it is possible to infer the presence of such weak coupling by observing the violation…
We study the work fluctuations of a particle, confined to a moving harmonic potential, under the influence of friction and external Poissonian shot noise. The asymmetry of the noise induces an effective nonlinearity in the potential, which…
Evaluating the entropy production (EP) along a stochastic trajectory requires the knowledge of the system probability distribution, an ensemble quantity notoriously difficult to measure. In this paper, we show that the EP of nonautonomous…
In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…
Stochastic processes that are randomly reset to an initial condition serve as a showcase to investigate non-equilibrium steady states. However, all existing results have been restricted to the special case of memoryless resetting protocols.…
The fluctuation relations, which characterize irreversible processes in Nature, are among the most important results in non-equilibrium physics. In short, these relations say that it is exponentially unlikely for us to observe a…
Large entropy fluctuations in an equilibrium steady state of classical mechanics were studied in extensive numerical experiments on a simple 2--freedom strongly chaotic Hamiltonian model described by the modified Arnold cat map. The rise…
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…
We find a general formula for the distribution of time averaged observables for weakly non-ergodic systems. Such type of ergodicity breaking is known to describe certain systems which exhibit anomalous fluctuations, e.g. blinking quantum…
We consider stochastic rotational dynamics of a macrospin at a constant temperature, in presence of an external magnetic field. Starting from the appropriate Langevin equation which contains multiplicative noise, we calculate entropy…
Discontinuous phase transitions out of equilibrium can be characterized by the behavior of macroscopic stochastic currents. But while much is known about the the average current, the situation is much less understood for higher statistics.…
The first passage is a generic concept for quantifying when a random quantity such as the position of a diffusing molecule or the value of a stock crosses a preset threshold (target) for the first time. The last decade saw an enlightening…
In this note, we present a simple derivation, from time-reversal symmetry, of fluctuation relations for steady-state large deviation functions in non-equilibrium quantum systems. We further show that a condition of pure transmission implies…