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Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of…

Statistical Mechanics · Physics 2008-01-04 Jeffrey B. Weiss

We derive universal thermodynamic inequalities that bound from below the moments of first-passage times of stochastic currents in nonequilibrium stationary states of Markov jump processes in the limit where the thresholds that define the…

Statistical Mechanics · Physics 2025-02-03 Izaak Neri

The principal aim of the present work is to explore limit theorems for small random perturbations of a planar impulsive dynamical system, where impulses occur at hitting times of a suitable switching surface, and are thus state-dependent.…

Probability · Mathematics 2026-05-13 Ashif Khan , Chetan D. Pahlajani

Entropy and the fluctuation-dissipation theorem are at the heart of statistical mechanics near equilibrium. Driving a system beyond the linear response regime leads to (i) the breakdown of the fluctuation-dissipation theorem and (ii) a…

Statistical Mechanics · Physics 2010-09-10 Thomas Speck

We re-derive the Nyquist theorem and Callen-Welton fluctuation-dissipation theorem (FDT) as a consequence of detailed balance principle applied to a harmonic oscillator. The usage of electrical notions in the beginning makes the…

Statistical Mechanics · Physics 2020-10-29 T. M. Mishonov , I. M. Dimitrova , A. M. Varonov

While entropy changes are the usual subject of fluctuation theorems, we seek fluctuation relations involving time-symmetric quantities, namely observables that do not change sign if the trajectories are observed backward in time. We find…

Statistical Mechanics · Physics 2015-11-04 Marco Baiesi , Gianmaria Falasco

We address the general problem of formulating the dynamical large deviations of non-Markovian systems in a closed form. Specifically, we consider a broad class of ``self-interacting'' jump processes whose dynamics depends on the past…

Statistical Mechanics · Physics 2026-03-25 Francesco Coghi , Amarjit Budhiraja , Juan P. Garrahan

We derive a universal bound on the large-deviation functions of particle currents in coherent conductors. This bound depends only on the mean value of the relevant current and the total rate of entropy production required to maintain a…

Statistical Mechanics · Physics 2025-10-24 Kay Brandner , Keiji Saito

The quantum fluctuation-dissipation theorem is a central ingredient in the construction of quantum dynamics of Brownian motion which necessarily is non-Markovian. Yet, often Markovian approximations to quantum dynamics are studied in the…

Statistical Mechanics · Physics 2026-01-06 Michele Coppola , Zoubair Daouma , Malte Henkel

We study quantum measurements of temporal equilibrium fluctuations in macroscopic quantum systems. It is shown that the fluctuation-dissipation theorem, as a relation between observed quantities, is partially violated in quantum systems,…

Statistical Mechanics · Physics 2017-02-13 Akira Shimizu , Kyota Fujikura

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

This contribution presents a review of our present theoretical as well as experimental knowledge of different fluctuation observables relevant to nuclear multifragmentation. The possible connection between the presence of a fluctuation peak…

Nuclear Experiment · Physics 2009-11-11 F. Gulminelli , M. D'Agostino

In thermodynamics, entropy production and work quantify irreversibility and the consumption of useful energy, respectively, when a system is driven out of equilibrium. For quantum systems, these quantities can be identified at the…

Asymptotic theory for approximate martingale estimating functions is generalised to diffusions with finite-activity jumps, when the sampling frequency and terminal sampling time go to infinity. Rate optimality and efficiency are of…

Methodology · Statistics 2018-09-05 Nina Munkholt Jakobsen , Michael Sørensen

We introduce a response-theoretic framework that recasts parameter calibration of ergodic stochastic differential equations as a fluctuation-dissipation problem. Our central result is that the full Jacobian of any stationary observable with…

Chaotic Dynamics · Physics 2026-04-02 Ludovico T. Giorgini , Tobias Bischoff , Andre N. Souza

There is no simple fluctuation-dissipation theorem (FDT) for nonequilibrium systems. We show that for a fluid in a nonequilibrium steady state (NESS) characterized by a constant temperature gradient there is a generalized FDT that relates…

Statistical Mechanics · Physics 2023-12-15 T. R. Kirkpatrick , D. Belitz

Using the Feynman-Kac and Cameron-Martin-Girsanov formulas, we obtain a generalized integral fluctuation theorem (GIFT) for discrete jump processes by constructing a time-invariable inner product. The existing discrete IFTs can be derived…

Statistical Mechanics · Physics 2009-06-11 Fei Liu , Yu-Pin Luo , Ming-Chang Huang , Zhong-can Ou-Yang

The fluctuation dissipation theorem (FDT) is studied close to the glass transition in colloidal suspensions under steady shear. Shear breaks detailed balance in the many-particle Smoluchowski equation, and gives response functions in the…

Soft Condensed Matter · Physics 2009-11-13 Matthias Krüger , Matthias Fuchs

Understanding the physics of non-equilibrium systems remains as one of the major open questions in statistical physics. This problem can be partially handled by investigating macroscopic fluctuations of key magnitudes that characterise the…

Soft Condensed Matter · Physics 2016-11-17 A. Lasanta , Pablo I. Hurtado , A. Prados

The fluctuation-dissipation relation, a central result in non-equilibrium statistical physics, relates equilibrium fluctuations in a system to its linear response to external forces. Here we provide a direct experimental verification of…

Soft Condensed Matter · Physics 2017-11-15 Shuvojit Paul , Abhrajit Laskar , Rajesh Singh , Basudev Roy , R. Adhikari , Ayan Banerjee