Related papers: Gaussian fluctuating Generally covariant diffusion
We present a generalized integral fluctuation theorem (GIFT) for general diffusion processes using the Feynman-Kac and Cameron-Martin-Girsanov formulas. Existing IFTs can be thought of to be its specific cases. We interpret the origin of…
We develop a version of fluctuating relativistic hydrodynamics in a way very different from the usual derivation: Instead of treating it as a coarse-grained deterministic theory expanded in gradients of equilibrium quantities, we treat it…
Although the same mathematical expression is used to describe physical diffusion and stochastic diffusion, there are intrinsic similarities and differences in their nature. A comparative study shows that characteristic terms of physical and…
We reconsider formulating $D$ dimensional gauge theories, with the focus on the case of gravity theories, in spacetimes with boundaries. We extend covariant phase space formalism to the cases in which boundaries are allowed to fluctuate. We…
A systematic study of the relations between fluctuations of the extensive multiparticle variables and integrals of the inclusive multipaticle densities is analysed. The generalized factorial moments are introduced and their physical meaning…
Bulk fluctuations of conserved charges measured by event-by-event analysis in relativistic heavy ion collisions are observables which are believed to carry significant amount of information on the hot medium created by the collisions.…
We study time evolution of critical fluctuations of conserved charges near the QCD critical point in the context of relativistic heavy ion collisions. A stochastic diffusion equation is employed in order to describe the diffusion property…
Diffusion coefficients are obtained from linear response functions and from the quantal fluctuation dissipation theorem. They are compared with the results of both the theory of hydrodynamic fluctuations by Landau and Lifschitz as well as…
We give necessary and sufficient conditions to characterize the convergence in distribution of a sequence of arbitrary random variables to a probability distribution which is the invariant measure of a diffusion process. This class of…
We present a short overview of the recent results in the theory of diffusion and wave equations with generalised derivative operators. We give generic examples of such generalised diffusion and wave equations, which include time-fractional,…
The Markovian diffusion theory in the phase space is generalized within the framework of the general theory of relativity. The introduction of moving orthonormal frame vectors both for the position as well the velocity space enables to…
The state-of-the-art theoretical formalism for a covariant description of non-Gaussian fluctuation dynamics in relativistic fluids is discussed.
It is demonstrated that the "generalized fluctuation-dissipation theorem" [Physica A 106, 443 (1981)] covers the later suggested "fluctuation theorems" and related statistical equalities.
Fractional, anomalous diffusion in space-periodic potentials is investigated. The analytical solution for the effective, fractional diffusion coefficient in an arbitrary periodic potential is obtained in closed form in terms of two…
In this article we study the trapped motion of a molecule undergoing diffusivity fluctuations inside a harmonic potential. For the same diffusing-diffusivity process, we investigate two possible interpretations. Depending on whether…
In the context of an exactly soluble out of equilibrium (quenched) model, we study an extension of the fluctuation-dissipation relation. This involves a modified differential form of this relation, with an effective temperature which may…
In this paper we deal with Mellin convolution of generalized Gamma densities which leads to integrals of modified Bessel functions of the second kind. Such convolutions allow us to explicitly write the solutions of the time-fractional…
We introduce non-trivial contributions to diffusion constant in generic many-body systems arising from quadratic fluctuations of ballistically propagating, i.e. convective, modes. Our result is obtained by expanding the current operator in…
A distributional route to Gaussianity, associated with the concept of Conservative Mixing Transformations in ensembles of random vector-valued variables, is proposed. This route is completely different from the additive mechanism…
Fractional calculus allows one to generalize the linear, one-dimensional, diffusion equation by replacing either the first time derivative or the second space derivative by a derivative of fractional order. The fundamental solutions of…