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We give the explicit structure of the functional governing the dynamical density and current fluctuations for a mesoscopic system in a nonequilibrium steady state. Its canonical form determines a generalised Onsager-Machlup theory. We…

Statistical Mechanics · Physics 2015-05-07 Christian Maes , Karel Netočný

We show for Markov diffusion processes that the quadratic entropic bound, recently derived for the rate functions of nonequilibrium currents, can be seen as being produced by an effective process that creates current fluctuations in a…

Statistical Mechanics · Physics 2023-03-30 Cesare Nardini , Hugo Touchette

How is it that entropy derivatives almost in their own are characterizing the state of a system close to equilibrium, and what happens further away from it? We explain within the framework of Markov jump processes why fluctuation theory can…

Statistical Mechanics · Physics 2009-08-24 Christian Maes , Karel Netočný , Bram Wynants

In order to illuminate the properties of current fluctuations in more than one dimension, we use a lattice-based Markov process driven into a non-equilibrium steady state. Specifically, we perform a detailed study of the particle current…

Statistical Mechanics · Physics 2016-03-21 Rodrigo Villavicencio-Sanchez , Rosemary J. Harris

Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer $k$-th order Markov chains, for arbitrary $k$, from finite data by applying Bayesian methods to both…

Statistics Theory · Mathematics 2009-11-13 Christopher C. Strelioff , James P. Crutchfield , Alfred W. Hubler

We slightly extend the fluctuation theorem obtained in \cite{LS} for sums of generators, considering continuous-time Markov chains on a finite state space whose underlying graph has multiple edges and no loop. This extended frame is suited…

Mathematical Physics · Physics 2015-05-20 A. Faggionato , D. Di Pietro

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

Markov chains are studied in a formulation involving forces and fluxes. First, the iso-dissipation force recently introduced in the physics literature is investigated; we show that its non-uniqueness is linked to different notions of…

Probability · Mathematics 2023-06-21 M. H. Duong , J. Zimmer

Macroscopic equations arising out of stochastic particle systems in detailed balance (called dissipative systems or gradient flows) have a natural variational structure, which can be derived from the large-deviation rate functional for the…

Mathematical Physics · Physics 2023-10-05 Robert I. A. Patterson , D. R. Michiel Renger , Upanshu Sharma

We study the large deviations of Markov chains under the sole assumption that the state space is discrete. In particular, we do not require any of the usual irreducibility and exponential tightness assumptions. Using subadditive arguments,…

Probability · Mathematics 2026-05-15 Léo Daures

We analyse and interpret the effects of breaking detailed balance on the convergence to equilibrium of conservative interacting particle systems and their hydrodynamic scaling limits. For finite systems of interacting particles, we review…

Statistical Mechanics · Physics 2017-08-21 Marcus Kaiser , Robert L. Jack , Johannes Zimmer

Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…

Probability · Mathematics 2021-09-21 Mikola C. Schlottke

We consider an irreducible continuous time Markov chain on a finite state space and with time periodic jump rates and prove the joint large deviation principle for the empirical measure and flow and the joint large deviation principle for…

Probability · Mathematics 2018-10-17 L. Bertini , R. Chetrite , A. Faggionato , D. Gabrielli

We consider the chemical reaction networks and study currents in these systems. Reviewing recent decomposition of rate functionals from large deviation theory for Markov processes, we adapt these results for reaction networks. In…

Mathematical Physics · Physics 2019-12-16 Johannes Zimmer , D. R. Michiel Renger

Reversible Markov chains play a central role in stochastic modelling and in algorithms such as Markov chain Monte Carlo (MCMC). Motivated by the fundamental importance of reversibility in classical settings, this paper develops a…

Probability · Mathematics 2025-10-28 Damjan Škulj

Thermodynamic force and irreversible current are the foundational concepts of classical nonequilibrium thermodynamics. Entropy production rate is provided by their product in classical systems, ranging from mesoscopic to macroscopic…

Statistical Mechanics · Physics 2025-04-29 Kohei Yoshimura , Yoh Maekawa , Ryuna Nagayama , Sosuke Ito

Perturbation theory for Markov chains addresses the question how small differences in the transitions of Markov chains are reflected in differences between their distributions. We prove powerful and flexible bounds on the distance of the…

Computation · Statistics 2017-02-27 Daniel Rudolf , Nikolaus Schweizer

We show the variational convergence of an irreversible Markov jump process describing a finite stochastic particle system to the solution of a countable infinite system of deterministic time-inhomogeneous quadratic differential equations…

Analysis of PDEs · Mathematics 2025-07-08 Jasper Hoeksema , Chun Yin Lam , André Schlichting

The Onsager linear relations between macroscopic flows and thermodynamics forces are derived from the point of view of large deviation theory. For a given set of macroscopic variables, we consider the short-time evolution of…

Statistical Mechanics · Physics 2021-04-28 Brian R. La Cour , William C. Schieve

Previously derived expressions for the characteristic function of work performed on a quantum system by a classical external force are generalized to arbitrary initial states of the considered system and to Hamiltonians with degenerate…

Statistical Mechanics · Physics 2008-07-11 Peter Talkner , Peter Hanggi , Manuel Morillo
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