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The fluctuation relations have received considerable attention since their emergence and development in the 1990s. We present a summary of the main results and suggest ways to interpret this material. Starting with a consideration of the…

Statistical Mechanics · Physics 2012-02-01 Richard E. Spinney , Ian J. Ford

Systems with interacting degrees of freedom play a prominent role in stochastic thermodynamics. Our aim is to use the concept of detached path probabilities and detached entropy production for bipartite Markov processes and elaborate on a…

Statistical Mechanics · Physics 2017-10-17 Jannik Ehrich , Andreas Engel

Thermodynamics is usually formulated on the presumption that the observer has complete information about the system he/she deals with: no parasitic current, exact evaluation of the forces that drive the system. For example, the acclaimed…

Statistical Mechanics · Physics 2017-12-15 Matteo Polettini , Massimiliano Esposito

Fluctuation theorems, which have been developed over the past 15 years, have resulted in fundamental breakthroughs in our understanding of how irreversibility emerges from reversible dynamics, and have provided new statistical mechanical…

Statistical Mechanics · Physics 2015-05-13 E. M. Sevick , R. Prabhakar , Stephen R. Williams , Debra J. Searles

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…

Statistical Mechanics · Physics 2026-05-19 Aurélien Grabsch , Davide Venturelli , Olivier Bénichou

Fluctuation theorems show how coarse graining transforms microscopic symmetry into observable irreversibility. Here we ask whether an analogous symmetrybased diagnostic can be constructed for financial markets. At the microscopic level,…

Statistical Mechanics · Physics 2026-04-17 Jian Gao , Lufeng Zhang , Ping Fang , Pu Ke , Jin Wu , Yue Liu , Haijun Zhou

Numerical observations on a Markov chain and on the continuous Markov process performed by a granular tracer show that the ``usual'' fluctuation relation for a given observable is not verified for finite (but arbitrarily large) times. This…

Statistical Mechanics · Physics 2007-05-23 Andrea Puglisi , Lamberto Rondoni , Angelo Vulpiani

The macroscopic fluctuation theory is a powerful tool to characterise the large scale dynamical properties of diffusive systems, both in- and out-of-equilibrium. It relies on an action formalism in which, at large scales, the dynamics is…

Statistical Mechanics · Physics 2025-09-16 Théotim Berlioz , Olivier Bénichou , Aurélien Grabsch

We consider an open quantum system for which only a subset of all possible transitions are accessible, while the remaining ones are hidden from direct observation. Using a modification of the notion of quantum jump trajectories we introduce…

Quantum Physics · Physics 2016-09-29 Max F. Frenzel , Takahiro Sagawa

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…

Computational Physics · Physics 2013-08-27 M. T. Homer Reid , Alejandro W. Rodriguez , Steven G. Johnson

Microreversibility rules the fluctuations of the currents flowing across open systems in nonequilibrium (or equilibrium) steady states. As a consequence, the statistical cumulants of the currents and their response coefficients at arbitrary…

Statistical Mechanics · Physics 2018-08-15 Maximilien Barbier , Pierre Gaspard

Near equilibrium, where all currents of a system vanish on average, the fluctuation-dissipation relation (FDR) connects a current's spontaneous fluctuations with its response to perturbations of the conjugate thermodynamic force. Out of…

Statistical Mechanics · Physics 2016-11-02 Bernhard Altaner , Matteo Polettini , Massimiliano Esposito

Interacting particles diffusing in single-file is a fundamental model of transport in narrow channels where particles cannot bypass each other. An important result has been obtained by Kollmann [Phys. Rev. Lett. 90, 180602 (2003)] for the…

Statistical Mechanics · Physics 2025-07-24 Théotim Berlioz , Olivier Bénichou , Aurélien Grabsch

The paper presents a unified approach to different fluctuation relations for classical nonequilibrium dynamics described by diffusion processes. Such relations compare the statistics of fluctuations of the entropy production or work in the…

Mathematical Physics · Physics 2009-11-13 Raphael Chetrite , Krzysztof Gawedzki

For fluctuating currents in non-equilibrium steady states, the recently discovered thermodynamic uncertainty relation expresses a fundamental relation between their variance and the overall entropic cost associated with the driving. We show…

Statistical Mechanics · Physics 2017-07-12 Patrick Pietzonka , Felix Ritort , Udo Seifert

A driven granular material, e.g. a vibrated box full of sand, is a stationary system which may be very far from equilibrium. The standard equilibrium statistical mechanics is therefore inadequate to describe fluctuations in such a system.…

Statistical Mechanics · Physics 2009-08-12 A. Barrat , A. Puglisi , E. Trizac , P. Visco , F. van Wijland

Perturbing transition rates in a steady nonequilibrium system, e.g. modelled by a Markov jump process, causes a change in the local currents. Their susceptibility is usually expressed via Green-Kubo relations or their nonequilibrium…

Statistical Mechanics · Physics 2025-04-14 Faezeh Khodabandehlou , Christian Maes , Karel Netočný

The underdamped, non-linear, generalized Langevin equation is widely used to model coarse-grained dynamics of soft and biological materials. By means of a projection operator formalism, we show under which approximations this equation can…

Soft Condensed Matter · Physics 2022-02-04 Fabian Glatzel , Tanja Schilling

A generalized fluctuation-response relation is found for thermal systems driven out of equilibrium. Its derivation is independent of many details of the dynamics, which is only required to be first-order. The result gives a correction to…

Statistical Mechanics · Physics 2009-07-12 Marco Baiesi , Christian Maes , Bram Wynants

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…

Statistical Mechanics · Physics 2020-11-26 Kazutaka Takahashi , Yuki Hino , Keisuke Fujii , Hisao Hayakawa