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By using recent developments for the Langevin dynamics of spatially asymmetric systems, we routinely generalize the Onsager-Machlup fluctuation theory of the second order in time. In this form, it becomes applicable to fluctuating…

Statistical Mechanics · Physics 2016-12-28 Roman Belousov , E. G. D. Cohen

Time-dependent response and correlation functions are studied in random quantum systems composed of infinitely many parts without mutual interaction and defined with statistically independent random matrices. The latter are taken within the…

Statistical Mechanics · Physics 2025-12-17 Sudhir Ranjan Jain , Pierre Gaspard

The classical fluctuation-dissipation theorem predicts the average response of a dynamical system to an external deterministic perturbation via time-lagged statistical correlation functions of the corresponding unperturbed system. In this…

Chaotic Dynamics · Physics 2017-02-28 Rafail V. Abramov

We show how a general formulation of the Fluctuation-Response Relation is able to describe in detail the connection between response properties to external perturbations and spontaneous fluctuations in systems with fast and slow variables.…

Chaotic Dynamics · Physics 2020-01-29 Guglielmo Lacorata , Angelo Vulpiani

We derive exact dynamical fluctuation-response relations (FRRs) for time-integrated observables of any nonautonomous Markov jump process. The finite-time covariance splits into an initial variability and an integral of response kernels…

Statistical Mechanics · Physics 2026-05-15 Timur Aslyamov , Massimiliano Esposito

The fluctuation-dissipation relation is calculated for a class of stochastic models obeying a master equation. The transition rates are assumed to obey detailed balance also in the presence of a field. It is shown that in general the linear…

Statistical Mechanics · Physics 2016-08-31 Gregor Diezemann

In spite of the (correct) common-wisdom statement correlation does not imply causation, a proper employ of time correlations and of fluctuation-response theory allows to understand the causal relations between the variables of a…

Statistical Mechanics · Physics 2021-01-04 Marco Baldovin , Fabio Cecconi , Angelo Vulpiani

In this paper we re-examine the traditional problem of connecting the internal fluctuations of a system to its response to external forcings and extend the classical theory in order to be able to encompass also nonlinear processes. With…

Statistical Mechanics · Physics 2015-06-04 Valerio Lucarini , Matteo Colangeli

We address the problem of measuring time-properties of Response Functions (Green functions) in Gaussian models (Orszag-McLaughin) and strongly non-Gaussian models (shell models for turbulence). We introduce the concept of {\it halving time…

Chaotic Dynamics · Physics 2009-11-07 L. Biferale , I. Daumont , G. Lacorata , A. Vulpiani

General aspects of the Fluctuation-Dissipation Relation (FDR), and Response Theory are considered. After analyzing the conceptual and historical relevance of fluctuations in statistical mechanics, we illustrate the relation between the…

Statistical Mechanics · Physics 2008-09-01 Umberto Marini Bettolo Marconi , Andrea Puglisi , Lamberto Rondoni , Angelo Vulpiani

We use dynamic equations to derive a relation between correlation functions and response or relaxation functions in many-body systems. The relation is very general and holds both in equilibrium, when the usual fluctuation-dissipation…

Statistical Mechanics · Physics 2024-07-09 T. R. Kirkpatrick , D. Belitz

Much of interesting complex biological behaviour arises from collective properties. Important information about collective behaviour lies in the time and space structure of fluctuations around average properties, and two-point correlation…

Quantitative Methods · Quantitative Biology 2022-02-17 Tomás S. Grigera

We review generalized Fluctuation-Dissipation Relations which are valid under general conditions even in ``non-standard systems'', e.g. out of equilibrium and/or without a Hamiltonian structure. The response functions can be expressed in…

Statistical Mechanics · Physics 2019-09-10 A. Sarracino , A. Vulpiani

Recent large deviation results have provided general lower bounds for the fluctuations of time-integrated currents in the steady state of stochastic systems. A corollary are so-called thermodynamic uncertainty relations connecting precision…

Statistical Mechanics · Physics 2017-03-29 Juan P. Garrahan

Fluctuation theorems make use of time reversal to make predictions about entropy production in many-body systems far from thermal equilibrium. Here we review the wide variety of distinct, but interconnected, relations that have been derived…

Statistical Mechanics · Physics 2007-08-02 R. J. Harris , G. M. Schütz

The Fluctuation Relation (FR) is an asymptotic result on the distribution of certain observables averaged over time intervals T as T goes to infinity and it is a generalization of the fluctuation--dissipation theorem to far from equilibrium…

Statistical Mechanics · Physics 2009-11-10 A. Giuliani , F. Zamponi , G. Gallavotti

A fluctuation law of the energy in freely-decaying, homogeneous and isotropic turbulence is derived within standard closure hypotheses for 3D incompressible flow. In particular, a fluctuation-dissipation relation is derived which relates…

chao-dyn · Physics 2009-10-28 Gregory L. Eyink

In the first part of these short lecture notes, we will present an introduction on (auto-)correlation functions and linear-response functions in the language of a physicist. In particular, the fluctuation-dissipation theorem in classical…

Statistical Mechanics · Physics 2026-04-01 Thomas Franosch

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

Recovering properties of correlation functions is typically challenging. On one hand, experimentally, it requires measurements with a temporal resolution finer than the system's dynamics. On the other hand, analytical or numerical analysis…

Quantum Physics · Physics 2025-07-14 Wojciech Górecki , Simone Felicetti , Lorenzo Maccone , Roberto Di Candia
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