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Thermodynamic uncertainty relations (TURs) are recently established relations between the relative uncertainty of time-integrated currents and entropy production in nonequilibrium systems. For small perturbations away from equilibrium,…

Statistical Mechanics · Physics 2018-10-05 Katarzyna Macieszczak , Kay Brandner , Juan P. Garrahan

Turbulent flows are out-of-equilibrium because the energy supply at large scales and its dissipation by viscosity at small scales create a net transfer of energy among all scales. Here, the energy cascade is approximated by a combined…

Fluid Dynamics · Physics 2021-01-11 Amilcare Porporato , Milad Hooshyar , Andrew D Bragg , Gabriel Katul

This paper concerns the long-term behaviour of a system of interacting random walks labeled by vertices of a finite graph. The model is reversible which allows to use the method of electric networks in the study. In addition, examples of…

Probability · Mathematics 2019-02-20 Svante Janson , Vadim Shcherbakov , Stanislav Volkov

In this paper we prove a rate of escape theorem and a central limit theorem for isotropic random walks on Fuchsian buildings, giving formulae for the speed and asymptotic variance. In particular, these results apply to random walks induced…

Probability · Mathematics 2014-12-01 L. A. Gilch , S. Mueller , J. Parkinson

We discuss the fluctuation properties of equilibrium chaotic systems with constraints such as iso-kinetic and Nos\'e-Hoover thermostats. Although the dynamics of these systems does not typically preserve phase-space volumes, the average…

Statistical Mechanics · Physics 2009-08-29 T. Gilbert , J. R. Dorfman

In this paper we investigate the applicability of non-equilibrium statistical mechanics to non-equilibrium damage phenomena. As an example, a fiber-bundle model with thermal noise and a fiber-bundle model with decay of fibers are…

Statistical Mechanics · Physics 2009-05-25 S. G. Abaimov

We show that the generalized diffusion coefficient of a subdiffusive intermittent map is a fractal function of control parameters. A modified continuous time random walk theory yields its coarse functional form and correctly describes a…

Chaotic Dynamics · Physics 2015-06-26 N. Korabel , A. V. Chechkin , R. Klages , I. M. Sokolov , V. Yu. Gonchar

Irreversibility is usually captured by a comparison between the process that happens and a corresponding "reverse process". In the last decades, this comparison has been extensively studied through fluctuation relations. Here we revisit…

Statistical Mechanics · Physics 2021-10-11 Clive Cenxin Aw , Francesco Buscemi , Valerio Scarani

Relaxation in the time correlation between operators is studied. Quantized chaotic systems are shown to have distinct relaxation fluctuations that are universal and can be usefully modelled by Random Matrix Theory. Various quantized maps…

chao-dyn · Physics 2007-05-23 Arul Lakshminarayan

In a series of works published in the 1990-s, Kerov put forth various applications of the circle of ideas centred at the Markov moment problem to the limiting shape of random continual diagrams arising in representation theory and spectral…

Probability · Mathematics 2018-01-22 Sasha Sodin

Motivated by the previous results by Coletti-de Lima-Gava-Luiz (2020) and Shiozawa (2022), we study the fluctuation of the dynamic elephant random walk in the superdiffusive case with a strong elephant component. Applying the martingale…

Probability · Mathematics 2025-05-19 Go Tokumitsu , Kouji Yano

We prove an analogue of the classical ballot theorem that holds for any random walk in the range of attraction of the normal distribution. Our result is best possible: we exhibit examples demonstrating that if any of our hypotheses are…

Probability · Mathematics 2008-02-28 L. Addario-Berry , B. A. Reed

In the present work we derive a Central Limit Theorem for sequences of Hilbert-valued Piecewise Deterministic Markov process models and their global fluctuations around their deterministic limit identified by the Law of Large Numbers. We…

Probability · Mathematics 2013-04-23 Martin G Riedler , Michele Thieullen

This article presents a weak law of large numbers and a central limit theorem for the scaled realised covariation of a bivariate Brownian semistationary process. The novelty of our results lies in the fact that we derive the suitable…

Probability · Mathematics 2017-07-27 Andrea Granelli , Almut E. D. Veraart

An overview is given of recent advances in nonequilibrium statistical mechanics about the statistics of random paths and current fluctuations. Although statistics is carried out in space for equilibrium statistical mechanics, statistics is…

Statistical Mechanics · Physics 2016-04-12 Pierre Gaspard

We consider a non-nestling random walk in a product random environment. We assume an exponential moment for the step of the walk, uniformly in the environment. We prove an invariance principle (functional central limit theorem) under almost…

Probability · Mathematics 2007-06-13 Firas Rassoul-Agha , Timo Seppalainen

Of indisputable relevance for non-equilibrium thermodynamics, fluctuations theorems have been generalized to the framework of quantum thermodynamics, with the notion of work playing a key role in such contexts. The typical approach consists…

Quantum Physics · Physics 2023-06-28 Thales Augusto Barbosa Pinto Silva , Renato Moreira Angelo

A quantum-mechanical framework is set up to describe the full counting statistics of particles flowing between reservoirs in an open system under time-dependent driving. A symmetry relation is obtained which is the consequence of…

Statistical Mechanics · Physics 2013-07-15 David Andrieux , Pierre Gaspard , Takaaki Monnai , Shuichi Tasaki

Fluctuation dynamics of an experimentally measured observable offer a primary signal for nonequilibrium systems, along with dynamics of the mean. While universal speed limits for the mean have actively been studied recently, constraints for…

Statistical Mechanics · Physics 2024-11-08 Ryusuke Hamazaki

We demonstrate that the fluctuation theorem of Gallavotti and Cohen can be used to characterize the class of dynamics that arises in nonthermal systems of collectively interacting particles driven over random quenched disorder. By observing…

Statistical Mechanics · Physics 2013-12-05 J. A. Drocco , C. J. Olson Reichhardt , C. Reichhardt