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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

It is well known that the behaviour of a branching process is completely described by the generating function of the offspring law and its fixed points. Branching random walks are a natural generalization of branching processes: a branching…

Probability · Mathematics 2016-11-28 Daniela Bertacchi , Fabio Zucca

We discuss various measures of net charge (conserved quantities) fluctuations proposed for the identification of critical phenomena in heavy ion collisions. We show the dynamical component of fluctuations of the net charge can be expressed…

Nuclear Experiment · Physics 2009-11-07 C. Pruneau , S. Gavin , S. Voloshin

The general fluctuation theory is reviewed with special attention to the role played by different ensembles, and is extended to incorporate stationary metastable states obtained in the long time limit. The fluctuation in a quantity depends…

Statistical Mechanics · Physics 2007-05-23 P. D. Gujrati

We finely describe the speed of "coming down from infinity" for birth and death processes which eventually become extinct. Under general assumptions on the birth and death rates, we firstly determine the behavior of the successive hitting…

Probability · Mathematics 2015-05-01 Vincent Bansaye , Sylvie Méléard , Mathieu Richard

Current fluctuations play an important role in non-equilibrium statistical mechanics, and are a key object of interest in both theoretical studies and in practical applications. So far, most of the studies were devoted to the fluctuations…

Statistical Mechanics · Physics 2021-06-01 Bertrand Lacroix-A-Chez-Toine , Oren Raz

We investigate large changes, bursts, of the continuous stochastic signals, when the exponent of multiplicativity is higher than one. Earlier we have proposed a general nonlinear stochastic model which can be transformed into Bessel process…

Statistical Finance · Quantitative Finance 2012-06-18 Vygintas Gontis , Aleksejus Kononovicius , Stefan Reimann

Experiments in recent years have vividly demonstrated that gene expression can be highly stochastic. How protein concentration fluctuations affect the growth rate of a population of cells, is, however, a wide open question. We present a…

Molecular Networks · Quantitative Biology 2015-05-13 Sorin Tanase-Nicola , Pieter Rein ten Wolde

The theory of entropy production in nonequilibrium, Hamiltonian systems, previously described for steady states using partitions of phase space, is here extended to time dependent systems relaxing to equilibrium. We illustrate the main…

Chaotic Dynamics · Physics 2009-10-31 T. Gilbert , J. R. Dorfman , P. Gaspard

We study the evolution leading to (or regressing from) a large fluctuation in a Statistical Mechanical system. We introduce and study analytically a simple model of many identically and independently distributed microscopic variables $n_m$…

Statistical Mechanics · Physics 2017-03-28 Federico Corberi

In this paper, we consider time-inhomogeneous branching processes and time-inhomogeneous birth-and-death processes, in which the offspring distribution and birth and death rates (respectively) vary in time. A classical result of branching…

Probability · Mathematics 2017-03-02 Nicholas Bhattacharya , Mark Perlman

The minimum entropy production principle provides an approximative variational characterization of close-to-equilibrium stationary states, both for macroscopic systems and for stochastic models. Analyzing the fluctuations of the empirical…

Mathematical Physics · Physics 2009-11-05 C. Maes , K. Netocny

In this paper, we review recent results of ours concerning branching processes with general lifetimes and neutral mutations, under the infinitely many alleles model, where mutations can occur either at birth of individuals or at a constant…

Probability · Mathematics 2012-11-29 Nicolas Champagnat , Amaury Lambert , Mathieu Richard

A rigorous derivation of nonequilibrium entropy production via the path-integral formalism is presented. Entropy production is defined as the entropy change piled in a heat reservoir as a result of a nonequilibrium thermodynamic process. It…

Statistical Mechanics · Physics 2015-10-28 Chulan Kwon

We introduce lower bounds for the rate of entropy production of an active stochastic process by quantifying the irreversibility of stochastic traces obtained from mesoscopic degrees of freedom. Our measures of irreversibility reveal…

Statistical Mechanics · Physics 2021-04-29 Édgar Roldán , Jérémie Barral , Pascal Martin , Juan M. R. Parrondo , Frank Jülicher

This paper is devoted to the problem of statistical mechanics raised by the analysis of an issue of sociological interest: the teen birth phenomenon. It is expected that these data are characterized by correlated fluctuations, reflecting…

Data Analysis, Statistics and Probability · Physics 2009-11-10 M. Ignaccolo , P. Allegrini , P. Grigolini , P. Hamilton , B. J. West

Understanding how stochastic and non-linear deterministic processes interact is a major challenge in population dynamics theory. After a short review, we introduce a stochastic individual-centered particle model to describe the evolution in…

Probability · Mathematics 2009-06-29 Regis Ferriere , Viet Chi Tran

We consider a class of birth-and-death processes describing a population made of $d$ sub-populations of different types which interact with one another. The state space is $\mathbb{Z}_+^d$ (unbounded). We assume that the population goes…

Probability · Mathematics 2018-11-20 J. -R. Chazottes , P. Collet , S. Méléard

Fluctuation theorems specify the non-zero probability to observe negative entropy production, contrary to a naive expectation from the second law of thermodynamics. For closed particle trajectories in a fluid, Stokes theorem can be used to…

Statistical Mechanics · Physics 2022-07-06 Benoît Mahault , Evelyn Tang , Ramin Golestanian

The fluctuation scaling law has universally been observed in a wide variety of phenomena. For counting processes describing the number of events occurred during time intervals, it is expressed as a power function relationship between the…

Data Analysis, Statistics and Probability · Physics 2013-07-01 Shinsuke Koyama