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Fluctuations of observables as functions of time, or "fluctuation patterns", are studied in a chaotic microscopically reversible system that has irreversibly reached a nonequilibrium stationary state. Supposing that during a certain, long…

chao-dyn · Physics 2008-10-08 G. Gallavotti

Understanding and predicting how complex systems respond to external perturbations is a central challenge in nonequilibrium statistical physics. Here we consider continuous-time Markov networks, which we subject to perturbations along a…

Statistical Mechanics · Physics 2026-02-25 Robin Bebon , Thomas Speck

The fluctuation theorem for entropy production is a remarkable symmetry of the distribution of produced entropy that holds universally in non-equilibrium steady states with Markovian dynamics. However, in systems with slow degrees of…

Statistical Mechanics · Physics 2018-02-21 Matthias Uhl , Patrick Pietzonka , Udo Seifert

In any Markov chain with finite state space the distribution of transition records always belongs to the exponential family. This observation is used to prove a fluctuation theorem, and to show that the dynamical entropy of a stationary…

Statistical Mechanics · Physics 2009-11-11 Jan Naudts , Erik Van der Straeten

Herein, the Hidden Markov Model is expanded to allow for Markov chain observations. In particular, the observations are assumed to be a Markov chain whose one step transition probabilities depend upon the hidden Markov chain. An…

Machine Learning · Statistics 2023-04-18 Michael A. Kouritzin

We study the exponential dissipation of entropic functionals for continuous time Markov chains and the associated convex Sobolev inequalities, including MLSI and Beckner inequalities. We propose a method that combines the Bakry \'Emery…

Probability · Mathematics 2020-05-28 Giovanni Conforti

We study the symmetry of large deviation functions associated with time-integrated currents in Markov pure jump processes. One current known to have this symmetry is the fluctuating entropy production and this is the content of the…

Statistical Mechanics · Physics 2012-12-03 A. C. Barato , R. Chetrite

Controlling dynamical fluctuations in open quantum systems is essential both for our comprehension of quantum nonequilibrium behaviour and for its possible application in near-term quantum technologies. However, understanding these…

Statistical Mechanics · Physics 2020-10-07 Federico Carollo , Carlos Pérez-Espigares

We introduce a framework to identify Fluctuation Relations for vector-valued observables in physical systems evolving through a stochastic dynamics. These relations arise from the particular structure of a suitable entropic functional and…

Statistical Mechanics · Physics 2025-10-22 Raphael Chetrite , Stefano Marcantoni

The fluctuation relations have received considerable attention since their emergence and development in the 1990s. We present a summary of the main results and suggest ways to interpret this material. Starting with a consideration of the…

Statistical Mechanics · Physics 2012-02-01 Richard E. Spinney , Ian J. Ford

We derive the exact beyond-linear fluctuation dissipation relation, connecting the response of a generic observable to the appropriate correlation functions, for Markov systems. The relation, which takes a similar form for systems governed…

Statistical Mechanics · Physics 2008-07-03 E. Lippiello , F. Corberi , A. Sarracino , M. Zannetti

Recent large deviation results have provided general lower bounds for the fluctuations of time-integrated currents in the steady state of stochastic systems. A corollary are so-called thermodynamic uncertainty relations connecting precision…

Statistical Mechanics · Physics 2017-03-29 Juan P. Garrahan

It is well established that gene expression can be modeled as a Markovian stochastic process and hence proper observables might be subjected to large fluctuations and rare events. Since dynamics is often more than statics, one can work with…

Biological Physics · Physics 2019-09-11 Pegah Torkaman , Farhad H. Jafarpour

Non-equilibrium stochastic dynamics of several active Brownian systems are modeled in terms of non-linear velocity dependent force. In general, this force may consist of both even and odd functions of velocity. We derive the expression for…

Statistical Mechanics · Physics 2016-09-14 Debasish Chaudhuri

We analyse diffusion dynamics on weakly-coupled networks (interconnected networks) by means of separation of time scales. Using an adiabatic approximation we reduced the system dynamics to a Markov chain with aggregated variables and…

Chaotic Dynamics · Physics 2018-12-14 Grzegorz Siudem , Janusz A. Hołyst

A conditional entropic approach is discussed for nonequilibrium complex systems with a weak correlation between spatiotemporally fluctuating quantities on a large time scale. The weak correlation is found to constitute the fluctuation…

Statistical Mechanics · Physics 2023-04-04 Yuichi Itto

For non-equilibrium systems of interacting particles and for interacting diffusions in d dimensions, a novel fluctuation relation is derived. The theorem establishes a quantitative relation between the probabilities of observing two current…

Statistical Mechanics · Physics 2015-12-07 Carlos Pérez-Espigares , Frank Redig , Cristian Giardinà

Consider longitudinal networks whose edges turn on and off according to a discrete-time Markov chain with exponential-family transition probabilities. We characterize when their joint distributions are also exponential families with the…

Methodology · Statistics 2024-03-12 William K. Schwartz , Sonja Petrović , Hemanshu Kaul

The large deviations at 'Level 2.5 in time' for time-dependent ensemble-empirical-observables, introduced by C. Maes, K. Netocny and B. Wynants [Markov Proc. Rel. Fields. 14, 445 (2008)] for the case of $N$ independent Markov jump…

Statistical Mechanics · Physics 2021-05-12 Cecile Monthus

We extend previous work to describe a class of fluctuation relations (FRs) that emerge as a consequence of symmetries at the level of stochastic trajectories in Markov chains. We prove that given such a symmetry, and for a suitable…

Statistical Mechanics · Physics 2020-07-03 Stefano Marcantoni , Carlos Pérez-Espigares , Juan P. Garrahan