Related papers: The hidden fluctuation-dissipation theorem for gro…
The amplitude of fluctuation-induced patterns might be expected to be proportional to the strength of the driving noise, suggesting that such patterns would be difficult to observe in nature. Here, we show that a large class of…
Advances in statistical learning theory have resulted in a multitude of different designs of learning machines. But which ones are implemented by brains and other biological information processors? We analyze how various abstract Bayesian…
We derive the fluctuation theorem for a stochastic and periodically driven system coupled to two reservoirs with the aid of a master equation. We write down the cumulant generating functions for both the current and entropy production in…
A central problem in population ecology is understanding the consequences of stochastic fluctuations. Analytically tractable models with Gaussian driving noise have led to important, general insights, but they fail to capture rare,…
An extension of fluctuation-dissipation theorem is used to derive a "speed limit" theorem for nonlinear electronic devices. This speed limit provides a lower bound on the dissipation that is incurred when transferring a given amount of…
This article studies the fluctuation behaviour of the stochastic point vortex model with common noise. Using the martingale method combined with a localization argument, we prove that the sequence of fluctuation processes converges in…
We give a brief review of violations of the fluctuation-dissipation theorem (FDT) in out-of-equilibrium systems; in mean field scenarios the corresponding fluctuation-dissipation (FD) plots can, in the limit of long times, be used to define…
The theory of large deviations is concerned with the exponential decay of probabilities of large fluctuations in random systems. These probabilities are important in many fields of study, including statistics, finance, and engineering, as…
We review recent developments of slow/fast stochastic differential equations, and also present a new result on Diffusion Homogenisation Theory with fractional and non-strong-mixing noise and providing new examples. The emphasise of the…
The density fluctuations of nuclear matter are studied within a mean-field model in wich fluctuations are generated by an external stochastic field. The constraints imposed on the random force by the fluctuation-dissipation theorem are…
A linear response function (LRF) relates the mean-response of a nonlinear system to weak external forcings and vice versa. Even for simple models of the general circulation, such as the dry dynamical core, the LRF cannot be calculated from…
We consider, for a diffusion process in R^n, the Gallavotti-Cohen functional, defined as the empirical power dissipated in a time interval by the non-conservative part of the drift. We prove a large deviation principle in the limit in which…
We investigate violations of the fluctuation-dissipation theorem in two classes of trap models by studying the influence of the perturbing field on the transition rates. We show that for perturbed rates depending upon the value of the…
In this paper, we investigate the uniform large deviation principle of the fractional stochastic reaction-diffusion equation on the entire space R^n as the noise intensity approaches zero. The nonlinear drift term is dissipative and has a…
We apply the macroscopic fluctuation theory (MFT) to study the large-scale dynamical properties of Brownian particles with arbitrary pairwise interaction. By combining it with standard results of equilibrium statistical mechanics for the…
Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…
A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…
We employ the macroscopic fluctuation theory to study fluctuations of integrated current in one-dimensional lattice gases with a step-like initial density profile. We analytically determine the variance of the current fluctuations for a…
The famous Johnson-Nyquist formula relating noise current to conductance has a microscopic generalization relating noise current density to microscopic conductivity, with corollary relations governing noise in the components of the…
We examine a biomolecular machine involving a driven, observable process coupled to a hidden process in a kinetically cooperative manner. A stochastic thermodynamics framework is employed to analyze a fluctuation theorem for the…