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A general non-linear response theory is derived for an arbitrary time-dependent Hamiltonian, not necessarily obeying time-reversal symmetry. This allows us to obtain a greatly generalized Kubo type formula. Applied to a mesoscopic system…

Mesoscale and Nanoscale Physics · Physics 2009-10-30 Ines Safi

Understanding the causal influences that hold among parts of a system is critical both to explaining that system's natural behaviour and to controlling it through targeted interventions. In a quantum world, understanding causal relations is…

Quantum Physics · Physics 2018-01-22 Jean-Philippe W. MacLean , Katja Ried , Robert W. Spekkens , Kevin J. Resch

Fluctuations in conjugate thermodynamic variables are studied using the cross-correlation function. A new procedure is given enabling the derivation of fluctuation formulas for a system in equilibrium. Specifically, the cross-correlation…

Statistical Mechanics · Physics 2024-07-03 Jean-Luc Garden

The machine learning community has recently devoted much attention to the problem of inferring causal relationships from statistical data. Most of this work has focused on uncovering connections among scalar random variables. We generalize…

Machine Learning · Statistics 2012-07-10 Doris Entner , Patrik O. Hoyer

The linear response of non-equilibrium systems with Markovian dynamics satisfies a generalized fluctuation-dissipation relation derived from time symmetry and antisymmetry properties of the fluctuations. The relation involves the sum of two…

Statistical Mechanics · Physics 2011-01-07 Juan Ruben Gomez-Solano , Artyom Petrosyan , Sergio Ciliberto , Christian Maes

Understanding how systems respond to external perturbations is a fundamental challenge in physics, particularly for non-equilibrium and non-stationary processes. The fluctuation-dissipation theorem provides a complete framework for…

Statistical Mechanics · Physics 2026-05-06 Jiming Zheng , Zhiyue Lu

Causality defines the relationship between cause and effect. In multivariate time series field, this notion allows to characterize the links between several time series considering temporal lags. These phenomena are particularly important…

Methodology · Statistics 2023-06-01 Antonin Arsac , Aurore Lomet , Jean-Philippe Poli

We discuss fluctuation-dissipation relations valid under general conditions even out of equilibrium. The response function is expressed in terms of unperperturbed correlation functions, where contributions peculiar to non-equilibrium can…

Statistical Mechanics · Physics 2012-03-23 Giacomo Gradenigo , Andrea Puglisi , Alessandro Sarracino , Dario Villamaina , Angelo Vulpiani

Recently, it has been shown that the causality and information flow between two time series can be inferred in a rigorous and quantitative sense, and, besides, the resulting causality can be normalized. A corollary that follows is, in the…

Data Analysis, Statistics and Probability · Physics 2020-01-30 X. San Liang , Xiuqun Yang

I explain a simple definition of causality in widespread use, and indicate how it links to the Kramers Kronig relations. The specification of causality in terms of temporal differential eqations then shows us the way to write down dynamical…

Classical Physics · Physics 2018-06-04 Paul Kinsler

The constraints arising for a general set of causal relations, both classically and quantumly, are still poorly understood. As a step in exploring this question, we consider a coherently controlled superposition of "direct-cause" and…

Quantum Physics · Physics 2018-01-11 Adrien Feix , Časlav Brukner

The use of linear response theory for forced dissipative stochastic dynamical systems through the fluctuation dissipation theorem is an attractive way to study climate change systematically among other applications. Here, a mathematically…

Mathematical Physics · Physics 2019-02-26 Martin Hairer , Andrew J Majda

We introduce a novel framework for causal explanations of stochastic, sequential decision-making systems built on the well-studied structural causal model paradigm for causal reasoning. This single framework can identify multiple,…

Artificial Intelligence · Computer Science 2023-01-12 Samer B. Nashed , Saaduddin Mahmud , Claudia V. Goldman , Shlomo Zilberstein

The correlations that can be observed between a set of variables depend on the causal structure underpinning them. Causal structures can be modeled using directed acyclic graphs, where nodes represent variables and edges denote functional…

Quantum Physics · Physics 2015-01-08 Rafael Chaves , Christian Majenz , David Gross

Discussions on causal relations in real life often consider variables for which the definition of causality is unclear since the notion of interventions on the respective variables is obscure. Asking 'what qualifies an action for being an…

Methodology · Statistics 2022-11-17 Dominik Janzing , Sergio Hernan Garrido Mejia

We establish a unified fluctuation-response relation for Langevin dynamics. By exploiting the common mathematical structures underlying fluctuations and responses of empirical density and current, we derive a unified identity that…

Statistical Mechanics · Physics 2026-01-26 Hyun-Myung Chun , Euijoon Kwon , Hyunggyu Park , Jae Sung Lee

The intuition of causation is so fundamental that almost every research study in life sciences refers to this concept. However a widely accepted formal definition of causal influence between observables is still missing. In the framework of…

Other Statistics · Statistics 2017-04-26 Andrea Auconi , Andrea Giansanti , Edda Klipp

Causal decomposition depicts a cause-effect relationship that is not based on the concept of prediction, but based on the phase dependence of time series. It has been validated in both stochastic and deterministic systems and is now…

Signal Processing · Electrical Eng. & Systems 2020-08-18 Yi Zhang , Qin Yang , Lifu Zhang , Branko Celler , Steven Su , Peng Xu , Dezhong Yao

The fluctuation-dissipation relation is calculated for a class of stochastic models obeying a master equation. The transition rates are assumed to obey detailed balance also in the presence of a field. It is shown that in general the linear…

Statistical Mechanics · Physics 2016-08-31 Gregor Diezemann

Systems out of equilibrium, in stationary as well as in nonstationary regimes, display a linear response to energy impulses simply expressed as the sum of two specific temporal correlation functions. There is a natural interpretation of…

Statistical Mechanics · Physics 2010-06-16 Marco Baiesi , Christian Maes , Bram Wynants