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In this paper, we employ Markov process theory to prove asymptotic results for a class of stochastic processes which arise as solutions of a stochastic evolution inclusion and are given by the representation formula \begin{align*}…

Probability · Mathematics 2018-01-23 Alexander Nerlich

We study a class of dynamical semigroups $(\mathbb{L}^n)_{n\in\mathbb{N}}$ that emerge, by a Feynman--Kac type formalism, from a random quantum dynamical system…

Mathematical Physics · Physics 2024-09-25 Jean-François Bougron , Alain Joye , Claude-Alain Pillet

We test the fluctuation theorem from measurements in turbulent flows. We study the time fluctuations of the force acting on an obstacle, and we consider two experimental situations: the case of a von K\'arm\'an swirling flow between…

Chaotic Dynamics · Physics 2009-11-10 S. Ciliberto , N. Garnier , S. Hernandez , C. Lacpatia J. -F. Pinton , G. Ruiz Chavarria

We study the fluctuations of systems modeled by Markov jump processes with periodic generators. We focus on observables defined through time-periodic functions of the system's states or transitions. Using large deviation theory, canonical…

Statistical Mechanics · Physics 2020-04-22 Lydia Chabane , Raphaël Chétrite , Gatien Verley

Fluctuation theorems make use of time reversal to make predictions about entropy production in many-body systems far from thermal equilibrium. Here we review the wide variety of distinct, but interconnected, relations that have been derived…

Statistical Mechanics · Physics 2007-08-02 R. J. Harris , G. M. Schütz

We derive sufficient conditions for subgeometric f-ergodicity of strongly Markovian processes. We first propose a criterion based on modulated moment of some delayed return-time to a petite set. We then formulate a criterion for polynomial…

Probability · Mathematics 2007-05-23 G. Fort , G. O. Roberts

We develop a space-time large-deviation point of view on Gibbs-non-Gibbs transitions in spin systems subject to a stochastic spin-flip dynamics. Using the general theory for large deviations of functionals of Markov processes outlined in…

Probability · Mathematics 2015-03-17 Aernout van Enter , Roberto Fernández , Frank den Hollander , Frank Redig

We present a general black box theorem that ensures convergence of a sequence of stationary Markov processes, provided a few assumptions are satisfied. This theorem relies on a control of the resolvents of the sequence of Markov processes,…

Probability · Mathematics 2025-03-14 Cyril Labbé , Benoît Laslier , Fabio Toninelli , Lorenzo Zambotti

The fluctuation theorem of the Crooks type is studied for thermodynamic nonlinear- multivariate systems. In particular, a bivariate system having a limit cycle is discussed in detail. It is explicitly shown how the time reversal operation…

Statistical Mechanics · Physics 2014-02-27 Yasuyuki Matsuo

The fluctuation relation of the Gallavotti-Cohen Fluctuation Theorem (GCFT) concerns fluctuations in the phase space compression rate of dissipative, reversible dynamical systems. It has been proven for Anosov systems, but it is expected to…

Statistical Mechanics · Physics 2013-05-29 Denis J. Evans , Debra J. Searles , Lamberto Rondoni

We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…

Probability · Mathematics 2025-01-31 Bertrand Cloez , Nicolás Zalduendo

The Reynolds stress, or equivalently the average of the momentum flux, is key to understanding the statistical properties of turbulent flows. Both typical and rare fluctuations of the time averaged momentum flux are needed to fully…

Fluid Dynamics · Physics 2018-02-12 Freddy Bouchet , J. B. Marston , T. Tangarife

The output of a discrete Markov source is to be encoded instantaneously by a variable-rate encoder and decoded by a finite-state decoder. Our performance measure is a linear combination of the distortion and the instantaneous rate.…

Information Theory · Computer Science 2011-08-16 Yonatan Kaspi , Neri Merhav

In this work, we establish a Trotter-Kato type theorem. More precisely, we characterize the convergence in distribution of Feller processes by examining the convergence of their generators. The main novelty lies in providing quantitative…

Probability · Mathematics 2024-11-14 Dirk Erhard , Tertuliano Franco , Milton Jara , Eduardo Pimenta

We derive a generalized version of the work fluctuation theorem for nonequilibrium systems with spatio-temporal temperature fluctuations. For chi-square distributed inverse temperature we obtain a generalized fluctuation theorem based on…

Statistical Mechanics · Physics 2009-11-10 C. Beck , E. G. D. Cohen

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

New algorithms for computing power moments of hitting times and accumulated rewards of hitting type for semi-Markov processes. The algorithms are based on special techniques of sequential phase space reduction and recurrence relations…

Probability · Mathematics 2016-03-21 Dmitrii Silvestrov , Raimondo Manca

This work is a continuation of [7]. We consider a continuous-time birth-and-death process in which the transition rates have an asymptotical power-law dependence upon the position of the process. We establish rough exponential asymptotic…

Probability · Mathematics 2019-11-12 A. V. Logachov , Y. M. Suhov , N. D. Vvedenskaya , A. A. Yambartsev

In this paper, we study quasi-stationary distributions of nonlinearly perturbed semi-Markov processes in discrete time. This type of distributions is of interest for the analysis of stochastic systems which have finite lifetimes, but are…

Probability · Mathematics 2016-04-28 Mikael Petersson

We study the large fluctuations of emitted radiations in the system of $N$ non-interacting two-level atoms. Two methods are used to calculate the probability of the large fluctuations and the time dependence of the excitation and emission.…

Statistical Mechanics · Physics 2017-10-26 E. Pechersky , S. Pirogov , G. M. Schütz , A. Vladimirov , A. Yambartsev
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