Related papers: Fluctuation-Response Relations for Multi-Time Corr…
Although higher-order interactions are known to affect the typical state of dynamical processes giving rise to new collective behavior, how they drive the emergence of rare events and fluctuations is still an open problem. We investigate…
When making the connection between the thermodynamics of irreversible processes and the theory of stochastic processes through the fluctuation-dissipation theorem, it is necessary to invoke a postulate of the Einstein-Boltzmann type. For…
Microreversibility rules the fluctuations of the currents flowing across open systems in nonequilibrium (or equilibrium) steady states. As a consequence, the statistical cumulants of the currents and their response coefficients at arbitrary…
A microscopic model of interacting oscillators, which admits two conserved quantities, volume, and energy, is investigated. We begin with a system driven by a general nonlinear potential under high-temperature regime by taking the inverse…
The validity of the Fluctuation Relations (FR) for systems in a constant magnetic field is investigated. Recently introduced time-reversal symmetries that hold in presence of static electric and magnetic fields and of deterministic…
The one-dimensional coagulation-diffusion process describes the strongly fluctuating dynamics of particles, freely hopping between the nearest-neighbour sites of a chain such that one of them disappears with probability 1 if two particles…
We propose a high-order stochastic-statistical moment closure model for efficient ensemble prediction of leading-order statistical moments and probability density functions in multiscale complex turbulent systems. The statistical moment…
The aim of this paper is two-fold: in probing the statistical mechanical properties of interacting quantum fields, and in providing a field theoretical justification for a stochastic source term in the Boltzmann equation. We start with the…
Fluctuation dissipation theorems connect the linear response of a physical system to a perturbation to the steady-state correlation functions. Until now, most of these theorems have been derived for finite-dimensional systems. However, many…
We consider the effects of long-range temporal correlations in many-particle systems, focusing particularly on fluctuations about the typical behaviour. For a specific class of memory dependence we discuss the modification of the large…
We study the dynamics of the linear and non-linear serial dependencies in financial time series in a rolling window framework. In particular, we focus on the detection of episodes of statistically significant two- and three-point…
We investigate the statistical properties of fluctuations in active systems that are governed by non-symmetric responses. Both an underdamped Langevin system with an odd resistance tensor and an overdamped Langevin system with an odd…
We study a gas of hard rods on a ring, driven by an external thermostat, with either elastic or inelastic collisions, which exhibits sub-diffusive behavior $<x^2 > \sim t^{1/2}$. We show the validity of the usual Fluctuation-Dissipation…
Fluctuation dynamos are generic to turbulent astrophysical systems. The only analytical model of the fluctuation dynamo, due to Kazantsev, assumes the velocity to be delta-correlated in time. This assumption breaks down for any realistic…
Most of the theoretical results on the kinematic amplification of small-scale magnetic fluctuations by turbulence have been confined to the model of white-noise-like advecting turbulent velocity field. In this work, the statistics of the…
We present a physically inspired generalization of equilibrium response formulae, the fluctuation-dissipation theorem, to Markov jump processes possibly describing interacting particle systems out-of-equilibrium. Here, the time-dependent…
We study fluctuations in diffusion-limited reaction systems driven out of their stationary state. Using a numerically exact method, we investigate fluctuation ratios in various systems which differ by their level of violation of microscopic…
The fluctuation-dissipation relation (FDR) links thermal fluctuations and dissipation at thermal equilibrium through temperature. Extending it beyond equilibrium conditions in pursuit of broadening thermodynamics is often feasible, albeit…
The fluctuation-dissipation-theorem connects equilibrium to mildly (linearly) perturbed situations in a thermodynamic manner: It involves the observable of interest and the entropy production caused by the perturbation. We derive a relation…
We consider the application of fluctuation relations to the dynamics of coarse-grained systems, as might arise in a hypothetical experiment in which a system is monitored with a low-resolution measuring apparatus. We analyze a stochastic,…