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The nonequilibrium response and fluctuations of Markovian systems, both near and far from equilibrium, are best understood by varying their parameters along dynamical equivalence classes. In this note, I illustrate this approach for an…
This paper establishes quantitative correlation inequalities between monotone events and structured threshold objects in both the discrete cube and Gaussian space. We prove that for any increasing balanced family, there exists a linear…
We extend the phase field crystal method for nonequilibrium patterning to stochastic systems with external source where transient dynamics is essential. It was shown that at short time scales the system manifests pattern selection…
We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…
Covariances and variances of linear statistics of a point process can be written as integrals over the truncated two-point correlation function. When the point process consists of the eigenvalues of a random matrix ensemble, there are often…
We prove a non-standard functional limit theorem for a two dimensional simple random walk on some randomly oriented lattices. This random walk, already known to be transient, has different horizontal and vertical fluctuations leading to…
We analyze the equilibrium fluctuations of the density, current and tagged particle in symmetric exclusion with a slow bond. The system evolves in the one-dimensional lattice and the jump rate is everywhere equal to one except at the slow…
We explore fluctuation relations in a periodically driven micromechanical torsional oscillator. In the linear regime where the modulation is weak, we verify that the ratio of the work variance to the mean work is constant, consistent with…
Extending recent work on stress fluctuations in complex fluids and amorphous solids we describe in general terms the ensemble average $v(\Delta t)$ and the standard deviation $\delta v(\Delta t)$ of the variance $v[\mathbf{x}]$ of time…
Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of…
Non-equilibrium stationary fluctuations may exhibit a special symmetry called fluctuation relations (FR). Here, we show that this property is always satisfied by the subtraction of two random and independent variables related by a…
We study global fluctuations for singular values of $M$-fold products of several right-unitarily invariant $N \times N$ random matrix ensembles. As $N \to \infty$, we show the fluctuations of their height functions converge to an explicit…
Exponential averages that appear in integral fluctuation theorems can be recast as a sum over moments of thermodynamic observables. We use two examples to show that such moment series can exhibit non-uniform convergence in certain singular…
Understanding the physics of non-equilibrium systems remains as one of the major open questions in statistical physics. This problem can be partially handled by investigating macroscopic fluctuations of key magnitudes that characterise the…
We analytically examine fluctuations of vorticity excited by an external random force in two-dimensional fluid. We develop the perturbation theory enabling one to calculate nonlinear corrections to correlation functions of the flow…
The past twenty years have seen a resurgence of interest in nonequilibrium thermodynamics, thanks to advances in the theory of stochastic processes and in their thermodynamic interpretation. Fluctuation theorems provide fundamental…
Asymmetric exclusion processes with locally reversible kinetic constraints are introduced to investigate the effect of non-conservative driving forces in athermal systems. At high density they generally exhibit rheological-like behavior,…
Moving beyond simple associations, researchers need tools to quantify how variables influence each other in space and time. Correlation functions provide a mathematical framework for characterizing these essential dependencies, revealing…
We prove some invariance principles for processes which generalize FARIMA processes, when the innovations are in the domain of attraction of a nonGaussian stable distribution. The limiting processes are extensions of the fractional L\'evy…
In a previous paper (Krumm and Vogel 2018 Phys. Rev. A 97, 043806) we presented a method to solve the nonlinear Jaynes-Cummings dynamics, describing the quantized motion of a trapped ion exactly, including detuning. Here we investigate this…