Related papers: Fluctuation Theorem and Central Limit Theorem for …
Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…
We study the so-called elephant random walk (ERW) which is a non-Markovian discrete-time random walk on $\mathbb{Z}$ with unbounded memory which exhibits a phase transition from diffusive to superdiffusive behaviour. We prove a law of large…
In this paper we establish Functional Limit Theorems for the range of random walks in $\mathbb{Z}^d$ that are in the domain of attraction of a non-degenerate $\beta$-stable process in the weakly transient and recurrent regimes. These…
Covariances and variances of linear statistics of a point process can be written as integrals over the truncated two-point correlation function. When the point process consists of the eigenvalues of a random matrix ensemble, there are often…
Define the non-overlapping return time of a random process to be the number of blocks that we wait before a particular block reappears. We prove a Central Limit Theorem based on these return times. This result has applications to entropy…
We introduce a finite-time detailed fluctuation theorem for the environmental entropy of the form $\tilde P(\Delta S_{env}) = e^{\Delta S_{env}} \tilde P(-\Delta S_{env})$ for an appropriately weighted probability density of the external…
Near equilibrium, the symmetric part of the time-integrated steady-state covariance, i.e., the time integral of correlation functions, is governed by the fluctuation-dissipation theorem, while the antisymmetric part vanishes due to Onsager…
We study experimentally the thermal fluctuations of energy input and dissipation in a harmonic oscillator driven out of equilibrium, and search for Fluctuation Relations. We study transient evolution from the equilibrium state, together…
The very notion of a current fluctuation is problematic in the quantum context. We study that problem in the context of nonequilibrium statistical mechanics, both in a microscopic setup and in a Markovian model. Our answer is based on a…
The quantum baker's map is the quantization of a simple classically chaotic system, and has many generic features that have been studied over the last few years. While there exists a semiclassical theory of this map, a more rigorous study…
Fluctuation theorems have a very special place in the study of non equilibrium dynamics of physical systems. The form in which it is used most extensively is the Gallavoti-Cohen Fluctuation Theorem which is in terms of the distribution of…
Continuous time random Walk model has been versatile analytical formalism for studying and modeling diffusion processes in heterogeneous structures, such as disordered or porous media. We are studying the continuous limits of Heterogeneous…
We consider random walks perturbed at zero which behave like (possibly different) random walks with i.i.d. increments on each half lines and restarts at $0$ whenever they cross that point. We show that the perturbed random walk, after being…
Current evolutionary biology models usually assume that a phenotype undergoes gradual change. This is in stark contrast to biological intuition, which indicates that change can also be punctuated-the phenotype can jump. Such a jump could…
In this work, we have studied simple models that can be solved analytically to illustrate various fluctuation theorems. These fluctuation theorems provide symmetries individually to the distributions of physical quantities like the…
Nonequilibrium fluctuations of a tagged, or distinguished particle in a class of one dimensional mean-zero zero-range systems with sublinear, increasing rates are derived. In Jara-Landim-Sethuraman (2009), processes with at least linear…
Despite the importance of the Second Law of Thermodynamics, it is not absolute. Statistical mechanics implies that, given sufficient time, systems near equilibrium will spontaneously fluctuate into lower-entropy states, locally reversing…
The fluctuations in nonequilibrium systems are under intense theoretical and experimental investigation. Topical ``fluctuation relations'' describe symmetries of the statistical properties of certain observables, in a variety of models and…
In this paper we revise the theory of turnpikes in discounted Markov decision processes, prove the turnpike theorem for the undiscounted model and apply the results to the specific random walk.
We prove a quenched central limit theorem for random walks with bounded increments in a randomly evolving environment on $\mathbb{Z}^d$. We assume that the transition probabilities of the walk depend not too strongly on the environment and…