Related papers: Non-Poisson Renewal Events and Memory
The relation between relaxation and diffusion is investigated in a Hamiltonian system of globally coupled rotators. Diffusion is anomalous if and only if the system is going towards equilibrium. The anomaly in diffusion is not anomalous…
We consider heat exchange processes between non-equilibrium aging systems (in their activated regime) and the thermal bath in contact. We discuss a scenario where two different heat exchange processes concur in the overall heat dissipation:…
We study how the Einstein relation between spontaneous fluctuations and the response to an external perturbation holds in the absence of currents, for the comb model and the elastic single-file, which are examples of systems with…
We consider work fluctuation relations (FRs) for generic types of dynamics generating anomalous diffusion: Levy flights, long-correlated Gaussian processes and time-fractional kinetics. By combining Langevin and kinetic approaches we…
The steady state of a Langevin equation with short ranged memory and coloured noise is analyzed. When the fluctuation-dissipation theorem of second kind is not satisfied, the dynamics is irreversible, i.e. detailed balance is violated. We…
We introduce and study here a renewal process defined by means of a time-fractional relaxation equation with derivative order $\alpha(t)$ varying with time $t\geq0$. In particular, we use the operator introduced by Scarpi in the Seventies…
We study the off-equilibrium two-point critical response and correlation functions for the relaxational dynamics with a coupling to a conserved density (Model C) of the O(N) vector model. They are determined in an \epsilon=4-d expansion for…
The non-Debye, \textit{i.e.,} non-exponential, behavior characterizes a large plethora of dielectric relaxation phenomena. Attempts to find their theoretical explanation are dominated either by considerations rooted in the stochastic…
Exponential relaxation to equilibrium is a typical property of physical systems, but inhomogeneities are known to distort the exponential relaxation curve, leading to a wide variety of relaxation patterns. Power law relaxation is related to…
We study the emergence of correlations between $N$ components of the position of a diffusive walker in $N$ dimensions that starts at the origin and resets to previously visited sites with certain probabilities. This is equivalent to $N$…
In small systems where relevant energies are comparable to thermal agitation, fluctuations are of the order of average values. In systems in thermodynamical equilibrium, the variance of these fluctuations can be related to the dissipation…
Understanding the statistical properties of a collection of individuals subject to random displacements and birth-and-death events is key to several applications in physics and life sciences, encompassing the diagnostic of nuclear reactors…
We address the problem of long-range memory in the financial markets. There are two conceptually different ways to reproduce power-law decay of auto-correlation function: using fractional Brownian motion as well as non-linear stochastic…
In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…
We review generalized Fluctuation-Dissipation Relations which are valid under general conditions even in ``non-standard systems'', e.g. out of equilibrium and/or without a Hamiltonian structure. The response functions can be expressed in…
We consider the excursions, i.e. the intervals between consecutive zeros, of stochastic processes that arise in a variety of nonequilibrium systems and study the temporal growth of the longest one l_{\max}(t) up to time t. For smooth…
An equilibrium system which is perturbed by an external potential relaxes to a new equilibrium state, a process obeying the fluctuation-dissipation theorem. In contrast, perturbing by nonconservative forces yields a nonequilibrium steady…
We study a two-state symmetric noise, with a given waiting time distribution $\psi (\tau)$, and focus our attention on the connection between the four-time and the two-time correlation functions. The transition of $\psi (\tau)$ from the…
We discuss research done in two important areas of nonequilibrium statistical mechanics: fluctuation dissipation relations and dynamical fluctuations. In equilibrium systems the fluctuation-dissipation theorem gives a simple relation…
A fluctuation law of the energy in freely-decaying, homogeneous and isotropic turbulence is derived within standard closure hypotheses for 3D incompressible flow. In particular, a fluctuation-dissipation relation is derived which relates…