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Related papers: Finite-frequency fluctuation-response inequality

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We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…

Probability · Mathematics 2025-12-10 Xue-Mei Li , Colin Piernot , Szymon Sobczak , Kexing Ying

There is a fundamental limit on the capacity of fibre optical communication system (Shannon Limit). This limit can be potentially overcome via using Nonlinear Frequency Division Multiplexing. Dealing with noises in these systems is one of…

Information Theory · Computer Science 2017-11-28 Wen Qi Zhang , Tao Gui , Qun Zhang , Chao Lu , Tanya M. Monro , Terence H. Chan , Alan Pak Tao Lau , Shahraam Afshar

Sub-Gaussian and subexponential distributions are introduced and applied to study the fluctuation-response relation out of equilibrium. A bound on the difference in expected values of an arbitrary sub-Gaussian or subexponential physical…

Statistical Mechanics · Physics 2020-11-04 Yan Wang

Consider a system of $n$ weakly interacting particles driven by independent Brownian motions. In many instances, it is well known that the empirical measure converges to the solution of a partial differential equation, usually called…

Probability · Mathematics 2020-07-28 Florian Bechtold , Fabio Coppini

The fluctuations of a Markovian jump process with one or more unidirectional transitions, where $R_{ij} >0$ but $R_{ji} =0$, are studied. We find that such systems satisfy an integral fluctuation theorem. The fluctuating quantity satisfying…

Statistical Mechanics · Physics 2015-07-22 Saar Rahav , Upendra Harbola

We examine the nonequilibrium dynamics of a self-interacting $\lambda\phi^4$ scalar field theory. Using a real time formulation of finite temperature field theory we derive, up to two loops and $O(\lambda^2)$, the effective equation of…

High Energy Physics - Phenomenology · Physics 2009-10-22 M. Gleiser , R. O. Ramos

Exerting fluctuations is a part of our daily life: traffic noise, heartbeat, opinion poll, currency exchange rate, electrical current, chemical reactions - they all permanently fluctuate. One of the most important questions is why the…

Physics and Society · Physics 2016-09-08 Maria K. Koleva

We analyze the quantum dynamics of radiation propagating in a single mode optical fiber with dispersion, nonlinearity, and Raman coupling to thermal phonons. We start from a fundamental Hamiltonian that includes the principal known…

Quantum Physics · Physics 2007-05-23 P. D. Drummond , J. F. Corney

We have analyzed the spectral density of fluctuations of the energy flux through a mesoscopic constriction between two equilibrium reservoirs. It is shown that at finite frequencies, the fluctuating energy flux is not related to the thermal…

Mesoscale and Nanoscale Physics · Physics 2015-05-18 Dmitri V. Averin , Jukka P. Pekola

The current series of papers is concerned with stochastic stability of monotone dynamical systems by identifying the basic dynamical units that can survive in the presence of noise interference. In the first of the series, for the…

Dynamical Systems · Mathematics 2025-11-18 Jifa Jiang , Xi Sheng , Yi Wang

Near equilibrium, small current fluctuations are described by a Gaussian with a linear-response variance regulated by the dissipation. Here, we demonstrate that dissipation still plays a dominant role in structuring large fluctuations…

Statistical Mechanics · Physics 2016-03-30 Todd R. Gingrich , Jordan M. Horowitz , Nikolay Perunov , Jeremy England

The precision and response of trajectory observables offer valuable insights into the behavior of nonequilibrium systems. For classical systems, trade-offs between these characteristics and thermodynamic costs, such as entropy production…

Quantum Physics · Physics 2025-03-10 Tan Van Vu

We consider the problem of the measurement of a system occurring during a finite time interval, while environmentally-induced noise decreases the system-state coherence. We assume a Markovian measuring device and, therefore, use a…

Quantum Physics · Physics 2013-10-25 Carlos Alexandre Brasil , Reginaldo de Jesus Napolitano

We address a class of Markov jump linear systems that are characterized by the underlying Markov process being time-inhomogeneous with a priori unknown transition probabilities. Necessary and sufficient conditions for uniform stochastic…

Systems and Control · Computer Science 2014-11-24 Collin C. Lutz , Daniel J. Stilwell

We estimate the distance in total variation between the law of a finite state Markov process at time t, starting from a given initial measure, and its unique invariant measure. We derive upper bounds for the time to reach the equilibrium.…

Probability · Mathematics 2015-06-26 Pierre MATHIEU , Pierre PICCO

The principal aim of the present work is to explore limit theorems for small random perturbations of dynamical systems with periodic impulse effects, in the limit of vanishing noise intensity. We start with a system whose time evolution is…

Probability · Mathematics 2026-03-25 Ashif Khan , Chetan D. Pahlajani

We derive a general scheme to obtain quantum fluctuation relations for dynamical observables in open quantum systems. For concreteness we consider Markovian non-unitary dynamics that is unraveled in terms of quantum jump trajectories, and…

Quantum Physics · Physics 2021-07-14 Stefano Marcantoni , Carlos Pérez-Espigares , Juan P. Garrahan

A Langevin equation with multiplicative noise is an equation schematically of the form dq/dt = -F(q) + e(q) xi, where e(q) xi is Gaussian white noise whose amplitude e(q) depends on q itself. Such equations are ambiguous, and depend on the…

High Energy Physics - Phenomenology · Physics 2010-02-16 Peter Arnold

We present a general method to identify an arbitrary number of fluctuating quantities which satisfy a detailed fluctuation theorem for all times within the framework of time-inhomogeneous Markovian jump processes. In doing so we provide a…

Statistical Mechanics · Physics 2018-10-11 Riccardo Rao , Massimiliano Esposito

We report on experiments addressing the non-linear interaction between a nano-mechanical mode and position fluctuations. The Duffing non-linearity transduces the Brownian motion of the mode, and of other non-linearly coupled ones, into…

Mesoscale and Nanoscale Physics · Physics 2017-10-23 Olivier Maillet , Xin Zhou , Rasul Gazizulin , Ana Maldonado Cid , Martial Defoort , Olivier Bourgeois , Eddy Collin