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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…

Probability · Mathematics 2026-05-06 Solesne Bourguin , Konstantinos Spiliopoulos

Recently many results namely the Fluctuation theorems (FT), have been discovered for systems arbitrarily away from equilibrium. Many of these relations have been experimentally tested. The system under consideration is usually driven out of…

Statistical Mechanics · Physics 2019-10-02 Rahul Marathe , Sourabh Lahiri

The calculation of observable averages in non-equilibrium regimes is one of the most important problems in statistical physics. Using the Hamiltonian approach of nonlinear response theory, we obtain a series expansion of the average excess…

Statistical Mechanics · Physics 2022-01-13 Pierre Nazé , Marcus V. S. Bonança

We study Edgeworth expansions in limit theorems for self-normalized sums. Non-uniform bounds for expansions in the central limit theorem are established while only imposing minimal moment conditions. Within this result, we address the case…

Probability · Mathematics 2022-08-11 Pascal Beckedorf , Angelika Rohde

Finite volume corrections to higher moments are important observable quantities. They make possible to differentiate between different statistical ensembles even in the thermodynamic limit. It is shown that this property is a universal one.…

High Energy Physics - Theory · Physics 2010-11-11 Ludwik Turko

Edgeworth-type expansions for convolutions of probability densities and powers of the characteristic functions with non-uniform error terms are established for i.i.d. random variables with finite (fractional) moments of order $s \geq 2$,…

Probability · Mathematics 2011-04-20 S. G. Bobkov , G. P. Chistyakov , F. Götze

The higher order moments of the fluctuations for the thermodynamical systems in the presence of fields are investigated in the framework of a theoretical method. The metod uses a generalized statistical ensemble consonant with the adequate…

Statistical Mechanics · Physics 2009-11-07 A. Boer , S. Dumitru

We present an analytic method for computing the moments of a sum of independent and identically distributed random variables. The limiting behavior of these sums is very important to statistical theory, and the moment expressions that we…

Statistics Theory · Mathematics 2012-01-17 Daniel M. Packwood

The fluctuation theorems have remained one of the cornerstones in the study of systems that are driven far out of equilibrium, and they provide strong constraints on the fraction of trajectories that behave atypically in light of the second…

Statistical Mechanics · Physics 2015-06-05 Sourabh Lahiri , A. M. Jayannavar

In this paper we consider convergence of moments in the small-time limit theorems for L\'evy processes. We provide precise asymptotics for all the absolute moments of positive order. The convergence of moments in limit theorems holds…

Probability · Mathematics 2022-04-26 Danijel Grahovac

Mean-field models of glasses that present a random first order transition exhibit highly non-trivial fluctuations. Building on previous studies that focused on the critical scaling regime, we here obtain a fully quantitative framework for…

Disordered Systems and Neural Networks · Physics 2022-08-09 Giampaolo Folena , Giulio Biroli , Patrick Charbonneau , Yi Hu , Francesco Zamponi

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…

Dynamical Systems · Mathematics 2012-05-09 J. -R. Chazottes

In this note we discuss a paradigmatic example of interacting particles subject to non conservative external forces and to the action of thermostats consisting of external (finite) reservoirs of particles. We then consider a model of…

Statistical Mechanics · Physics 2009-11-11 F. Bonetto , G. Gallavotti , A. Giuliani , F. Zamponi

We prove a strong form of the equivalence of ensembles for the invariant measures of zero range processes conditioned to a supercritical density of particles. It is known that in this case there is a single site that accomodates a…

Probability · Mathematics 2009-12-08 Inés Armendáriz , Michail Loulakis

Time-integrated quantities such as work and heat increase incessantly in time during nonequilibrium processes near steady states. In the long-time limit, the average values of work and heat become asymptotically equivalent to each other,…

Statistical Mechanics · Physics 2015-03-26 Kwangmoo Kim , Chulan Kwon , Hyunggyu Park

Equilibrium phase transitions usually emerge from the microscopic behavior of many-body systems and are associated to interesting phenomena such as the generation of long-range order and spontaneous symmetry breaking. They can be defined…

Quantum Physics · Physics 2023-03-24 Emmanouil Grigoriou , Carlos Navarrete-Benlloch

Measurements of any property of a microscopic system are bound to show significant deviations from the average, due to thermal fluctuations. For time-integrated currents such as heat, work or entropy production in a steady state, it is in…

Statistical Mechanics · Physics 2022-08-22 Sreekanth K Manikandan , Biswajit Das , Raunak Dey , Avijit Kundu , Ayan Banerjee , Supriya Krishnamurthy

We derive a variational expression for the correlation time of physical observables in steady-state diffusive systems. As a consequence of this variational expression, we obtain lower bounds on the correlation time, which provide speed…

Statistical Mechanics · Physics 2023-03-24 Andreas Dechant , Jerome Garnier-Brun , Shin-ichi Sasa

An open question of fundamental importance in thermodynamics is how to describe the fluctuations of work for quantum coherent processes. In the standard approach, based on a projective energy measurement both at the beginning and at the end…

We analyze thermodynamic bounds on equilibrium fluctuations of an order parameter, which are analogous to relations, which have been derived recently in the context of non-equilibrium fluctuations of currents. We discuss the case of {\it…

Statistical Mechanics · Physics 2016-12-14 J. Guioth , D. Lacoste
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