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A Gaussian fluctuation formula is proved for linear statistics of complex random matrices in the case that the statistic is rotationally invariant. For a general linear statistic without this symmetry, Coulomb gas theory is used to predict…
The Fluctuation Theorem (FT) gives an analytic expression for the probability, in a nonequilibrium system of finite size observed for a finite time, that the dissipative flux will flow in the reverse direction to that required by the Second…
There have been increasing reports that the diffusion coefficient of macromolecules depends on time and fluctuates randomly. Here, a novel method to elucidate the fluctuating diffusivity from trajectory data is developed. The time-averaged…
Mesoscopic systems provide us a unique experimental stage to address non-equilibrium quantum statistical physics. By using a simple tunneling model, we describe the electron exchange process via a quantum coherent conductor between two…
The total entropy production generated by the dynamics of an externally driven systems exchanging energy and matter with multiple reservoirs and described by a master equation is expressed as the sum of three contributions, each…
When the complete understanding of a complex system is not available, as, e.g., for systems considered in the real-world, we need a top-down approach to complexity. In this approach one may start with the desire to understand general…
We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…
The Integral Fluctuation Theorem for entropy production (IFT) is among the few equalities that are known to be valid for physical systems arbitrarily driven far from equilibrium. Microscopically, it can be understood as an inherent symmetry…
We summarize the present status of the theories of spin fluctuations in dealing with the anomalous or non-Fermi liquid behavior and unconventional superconductivity in strongly correlated electron systems around their magnetic instabilities…
We study the statistics of first passage times (FPTs) of trajectory observables in both classical and quantum Markov processes. We consider specifically the FPTs of counting observables, that is, the times to reach a certain threshold of a…
Multiplicity fluctuations in limited segments of momentum space are calculated for a classical pion gas within the statistical model. Results for the grand canonical, canonical, and micro-canonical ensemble are obtained, compared and…
A Fluctuation Theorem (FT), both Classical and Quantum, describes the large-deviations in the approach to equilibrium of an isolated quasi-integrable system. Two characteristics make it unusual: (i) it concerns the internal dynamics of an…
We start by reviewing recent probabilistic results on ergodic sums in a large class of (non-uniformly) hyperbolic dynamical systems. Namely, we describe the central limit theorem, the almost-sure convergence to the gaussian and other stable…
Comparing proposed quantities to analyze charged particle fluctuations in heavy ion experiments we find the dispersion of the charges in a central rapidity box as best suited. Various energies and different nuclear sizes were considered in…
This is the transcript of a talk given at the 1992 Complex Systems Summer School. The theory of large fluctuations of stochastically perturbed continuous-time dynamical systems is reviewed, and the large fluctuations of two stochastic…
Multiplicity fluctuations are studied both globaly (in terms of high-order moments) and locally (in terms of small phase-space intervals). The ratio of cumulant factorial to factorial moments of the charged-particle multiplicity…
The properties of q-dependent cross-correlation matrices of stock market have been analyzed by using the random matrix theory and complex network. The correlation structures of the fluctuations at different magnitudes have unique…
Scattering of electromagnetic waves in billiard-like systems has become a standard experimental tool of studying properties associated with Quantum Chaos. Random Matrix Theory (RMT) describing statistics of eigenfrequencies and associated…
The fluctuation theorem is a pivotal result of statistical physics. It quantifies the probability of observing fluctuations which are in violation of the second law of thermodynamics. More specifically, it quantifies the ratio of the…
Several theoretical results concerning event-by-event fluctuations are discussed: (1) a role of the global conservation laws and concept of statistical ensembles; (2) strongly intensive measures are introduced; they give a possibility to…