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We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in large deviation theory. The functionals that we are looking…
When making the connection between the thermodynamics of irreversible processes and the theory of stochastic processes through the fluctuation-dissipation theorem, it is necessary to invoke a postulate of the Einstein-Boltzmann type. For…
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…
We study an arbitrary non-equilibrium dynamics of a quantum bipartite system coupled to a reservoir. For its characterization, we present a fluctuation theorem (FT) that explicitly addresses the quantum correlation of subsystems during the…
We study the Fluctuation Theorem (FT) for entropy production in chaotic discrete-time dynamical systems on compact metric spaces, and extend it to empirical measures, all continuous potentials, and all weak Gibbs states. In particular, we…
A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are…
Entropy and the fluctuation-dissipation theorem are at the heart of statistical mechanics near equilibrium. Driving a system beyond the linear response regime leads to (i) the breakdown of the fluctuation-dissipation theorem and (ii) a…
We study fluctuations of entropy production for a charged Brownian particle confined in a harmonic trap and driven out of equilibrium by crossed electric and magnetic fields. The magnetic field is constant and perpendicular to the plane of…
A stochastic approach for charge transport in diodes is developed in consistency with the laws of electricity, thermodynamics, and microreversibility. In this approach, the electron and hole densities are ruled by diffusion-reaction…
In this paper, we show analytically that the duality of normal factor graphs (NFG) can facilitate stochastic estimation of partition functions. In particular, our analysis suggests that for the $q-$ary two-dimensional nearest-neighbor Potts…
The analysis of fluctuation-dissipation relations developed in Giona et al. (2024) for particle hydromechanics is extended to stochastic forcings alternative to Wiener processes, with the aim of addressing the occurrence of Gaussian…
The analytical foundations of modern probability trace back to a sequence of representation theorems that reshaped functional analysis in the twentieth century. From Fr\'echet identification of linear functionals with vectors in Hilbert…
In thermodynamics, entropy production and work quantify irreversibility and the consumption of useful energy, respectively, when a system is driven out of equilibrium. For quantum systems, these quantities can be identified at the…
In this paper, a generalized version of dynamic ASEP is introduced, and it is shown that the process has a Markov duality property with the same process on the reversed lattice. The duality functions are multivariate $q$-Racah polynomials,…
Field-theoretic construction of functional representations of solutions of stochastic differential equations and master equations is reviewed. A generic expression for the generating function of Green functions of stochastic systems is put…
We consider the large deviation function for a classical harmonic chain composed of N particles driven at the end points by heat reservoirs, first derived in the quantum regime by Saito and Dhar and in the classical regime by Saito and Dhar…
In this paper, we study fluctuation identities for spectrally negative L\'evy processes killed by a general class of additive functionals. We consider positive co-natural additive functionals (PcNAFs), which include as special cases both…
In this paper, we present a general derivation of a modified fluctuation-dissipation theorem (MFDT) valid near an arbitrary non-stationary state for a system obeying markovian dynamics. We show that the method to derive modified…
We consider stochastic energy balance and entropy production (EP) in a generalized Langevin dynamics of macrospins, allowing for both amplitude and direction fluctuations, under external magnetic field. EP is calculated using Fokker-Planck…
We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…