Related papers: Notes toward a Newtonian thermodynamics
Take a random variable X with some finite exponential moments. Define an exponentially weighted expectation by E^t(f) = E(e^{tX}f)/E(e^{tX}) for admissible values of the parameter t. Denote the weighted expectation of X itself by r(t) =…
The cumulant generating function of time-averaged current is studied from an operational viewpoint. Specifically, for interacting Brownian particles under non-equilibrium conditions, we show that the first derivative of the cumulant…
We prove that any random variable $X$ whose moment generating function is point-wise upper bounded by that of $ G \sim \mathcal{N}(0,1) $ must be dominated by $ G/\mathbb{E}[|G|] $ in convex order, meaning $ \mathbb{E}[f(X)] \le…
A stochastic version of the Noether Theorem is derived for systems under the action of external random forces. The concept of moment generating functional is employed to describe the symmetry of the stochastic forces. The theorem is applied…
We find the moment generating function (mgf) of the nonequilibrium work for open systems undergoing a thermal process, ie, when the stochastic dynamics maps thermal states into time dependent thermal states. The mgf is given in terms of a…
We prove a recursion formula for generating functions of certain renormalizations of *-moments of the DT(\delta_0,1)-operator T, involving an operation \odot on formal power series and a transformation E that converts \odot to usual…
We study the Tauberian relations between the moment generating function (MGF) and the complementary cumulative distribution function of a random variable whose MGF is finite only on part of the real line. We relate the right tail behavior…
Expressions are given for the truncated fractional moments $E X_+^p$ of a general stable law. These involve families of special functions that arose out of the study of multivariate stable densities and probabilities. As a particular case,…
The generating function of a Hamiltonian $H$ is defined as $F(t)=\langle e^{-itH}\rangle$, where $t$ is the time and where the expectation value is taken on a given initial quantum state. This function gives access to the different moments…
In this paper we study the exponential functionals of the processes $X$ with independent increments , namely $$I_t= \int _0^t\exp(-X_s)ds, _,\,\, t\geq 0,$$ and also $$I_{\infty}= \int _0^{\infty}\exp(-X_s)ds.$$ When $X$ is a…
Inspired by Stein's lemma, we derive two expressions for the joint moments of elliptical distributions. We use two different methods to derive $E[X_{1}^{2}f(\mathbf{X})]$ for any measurable function $f$ satisfying some regularity…
The formalism of Kundu et al. [J. Stat. Mech. (2011) P03007], for computing the large deviations of heat flow in harmonic systems, is applied to the case of single Brownian particle in a harmonic trap and coupled to two heat baths at…
By numerical simulation of a Lennard-Jones like liquid driven by a velocity gradient \gamma we test the fluctuation relation (FR) below the (numerical) glass transition temperature T_g. We show that, in this region, the FR deserves to be…
The main aim of this article is to characterize and investigate the three parameter exponentiated exponential Poisson probability distribution ${\rm EEP}(\alpha, \beta, \lambda)$ by giving explicit closed form expressions for its…
We analyze the heat exchange distribution of quantum open systems undergoing a thermal relaxation that maximizes the entropy production. We show that the process implies a type of generalized law of cooling in terms of a time dependent…
We compare two ways of force terms generating in the model of nonrelativistic particle moving in the presence of constant field force $\vec{F}$. First of them uses the twist-deformed acceleration-enlarged Newton-Hooke quantum space-times…
A famous consequence of the detailed fluctuation theorem (FT), $p(\Sigma)/p(-\Sigma)=\exp{(\Sigma)}$, is the integral FT $\langle \exp(-\Sigma)\rangle =1$ for a random variable $\Sigma$ and a distribution $p(\Sigma)$. When $\Sigma$…
A statistical thermodynamic approach of moving particles forming an elastic body is presented which leads to reveal molecular-mechanical properties of classical and nonextensive dynamical systems. We derive the Boltzmann-Gibbs (BG) entropy…
A unifying and generalizing approach to representations of the positive-part and absolute moments $\mathsf{E} X_+^p$ and $\mathsf{E}|X|^p$ of a random variable $X$ for real $p$ in terms of the characteristic function (c.f.) of $X$, as well…
Consider a particle moving through a random medium, which consists of spherical obstacles, randomly distributed in R^d. The particle is accelerated by a constant external field; when colliding with an obstacle, the particle inelastically…