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Fluctuations in conjugate thermodynamic variables are studied using the cross-correlation function. A new procedure is given enabling the derivation of fluctuation formulas for a system in equilibrium. Specifically, the cross-correlation…

Statistical Mechanics · Physics 2024-07-03 Jean-Luc Garden

The inference of causal relationships among observed variables is a pivotal, longstanding problem in the scientific community. An intuitive method for quantifying these causal links involves examining the response of one variable to…

Statistical Mechanics · Physics 2025-03-27 Gabriele Di Antonio , Gianni Valerio Vinci

The response of thermodynamic systems perturbed out of an equilibrium steady-state is described by the reciprocal and the fluctuation-dissipation relations. The so-called fluctuation theorems extended the study of fluctuations far beyond…

Statistical Mechanics · Physics 2020-02-21 Matteo Polettini , Massimiliano Esposito

We present a general formalism based on scattering theory to calculate quantum correlation functions involving several time-dependent current operators. A key ingredient is the causality of the scattering matrix, which allows one to deal…

Mesoscale and Nanoscale Physics · Physics 2009-11-11 J. Salo , F. W. J. Hekking , J. P. Pekola

The absence of a simple fluctuation-dissipation theorem is a major obstacle for studying systems that are not in thermodynamic equilibrium. We show that for a fluid in a non-equilibrium steady state characterized by a constant temperature…

Statistical Mechanics · Physics 2024-07-03 T. R. Kirkpatrick , D. Belitz

It has recently been pointed out that Hamiltonian particle systems in constant magnetic fields satisfy generalized time-reversal symmetries that enable to prove useful statistical relationships based on equilibrium phase-space probability…

Statistical Mechanics · Physics 2021-02-24 Alessandro Coretti , Lamberto Rondoni , Sara Bonella

Exact theoretical results for the violation of time dependent fluctuation-dissipation relations in driven dissipative systems are presented. The ratio of correlation to delayed response in the stochastic model introduced in [Phys. Rev.…

Statistical Mechanics · Physics 2007-05-23 Yair Shokef , Guy Bunin , Dov Levine

We study the fluctuations of the autocorrelation and autoresponse functions and, in particular, their variances and co-variance. In a first general part of the Article, we show the equivalence of the variance of the response function with…

Statistical Mechanics · Physics 2015-05-18 Federico Corberi , Eugenio Lippiello , Alessandro Sarracino , Marco Zannetti

Time-integrated state observables, which quantify the fraction of time spent by the system in a specific pool of states, are important in many fields, such as chemical sensing or the theory of fluorescence spectroscopy. We derive exact…

Statistical Mechanics · Physics 2026-02-23 Krzysztof Ptaszynski , Timur Aslyamov , Massimiliano Esposito

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

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 consider work fluctuation relations (FRs) for generic types of dynamics generating anomalous diffusion: Levy flights, long-correlated Gaussian processes and time-fractional kinetics. By combining Langevin and kinetic approaches we…

Statistical Mechanics · Physics 2009-03-24 A. V. Chechkin , R. Klages

We introduce a framework to identify Fluctuation Relations for vector-valued observables in physical systems evolving through a stochastic dynamics. These relations arise from the particular structure of a suitable entropic functional and…

Statistical Mechanics · Physics 2025-10-22 Raphael Chetrite , Stefano Marcantoni

We review various theoretical methods that have been used in recent years to calculate dynamical correlation functions of many-body systems. Time-dependent correlation functions and their associated frequency spectral densities are the…

Statistical Mechanics · Physics 2020-06-01 J. Florencio , O. F. de Alcantara Bonfim

We present a novel and flexible data-driven framework for estimating the response of higher-order moments of nonlinear stochastic systems to small external perturbations. The classical Generalized Fluctuation--Dissipation Theorem (GFDT)…

Machine Learning · Statistics 2025-08-28 Ludovico T. Giorgini , Fabrizio Falasca , Andre N. Souza

The irreversibility of trajectories in stochastic dynamical systems is linked to the structure of their causal representation in terms of Bayesian networks. We consider stochastic maps resulting from a time discretization with interval \tau…

Data Analysis, Statistics and Probability · Physics 2018-03-15 Andrea Auconi , Andrea Giansanti , Edda Klipp

The response of physical systems to external perturbations can be used to probe both their equilibrium and non-equilibrium dynamics. While response and correlation functions are related in equilibrium by fluctuation-dissipation theorems,…

Statistical Mechanics · Physics 2014-04-24 Matteo Marcuzzi , Andrea Gambassi

The fluctuation relations, which characterize irreversible processes in Nature, are among the most important results in non-equilibrium physics. In short, these relations say that it is exponentially unlikely for us to observe a…

Quantum Physics · Physics 2023-08-30 Marcos L. W. Basso , Jonas Maziero , Lucas C. Céleri

Many applications of contemporary science involve multiscale dynamics, which are typically characterized by the time and space scale separation of patterns of motion, with fewer slowly evolving variables and much larger set of faster…

Dynamical Systems · Mathematics 2016-04-08 Rafail V. Abramov

We examine fluctuations of vorticity excited by an external random force in two-dimensional fluid in the presence of a strong external shear flow. The problem is motivated by the analysis of big coherent vortices appearing as a consequence…

Fluid Dynamics · Physics 2024-03-07 Igor V. Kolokolov , Vladimir V. Lebedev