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We extend a generalized integral fluctuation relation in diffusion processes that we obtained previously to the situation with feedback control. The general relation not only covers existing results but also predicts other unnoticed…

Statistical Mechanics · Physics 2015-06-17 Fei Liu , Hongcheng Xie , Zhiyue Lu

We derive an integral fluctuation theorem (FT) in a general setup of cavity quantum electrodynamics systems. In the derivation, a key difficulty lies in a diverging behavior of entropy change arising from the zero-temperature limit of an…

Statistical Mechanics · Physics 2020-02-19 Tatsuro Yuge , Makoto Yamaguchi

We study how Thomson's formulation of the second law: no work is extracted from an equilibrium ensemble by a cyclic process, emerges in the quantum situation through the averaging over fluctuations of work. The latter concept is carefully…

Statistical Mechanics · Physics 2007-05-23 A. E. Allahverdyan , Th. M. Nieuwenhuizen

The main interest of the present work is the generalization of the Boltzmann-Gibbs distributions and the fluctuation theory based on the consideration of the reparametrization invariance of the microcanonical ensemble. This approach allows…

Statistical Mechanics · Physics 2007-05-23 L. Velazquez

We study fluctuations of entropy production for a charged Brownian particle confined in a harmonic trap and driven out of equilibrium by crossed electric and magnetic fields. The magnetic field is constant and perpendicular to the plane of…

Statistical Mechanics · Physics 2025-12-19 L. C. González-Morales , I. Pérez Castillo , J. I. Jiménez-Aquino

We consider a driven Brownian particle, subject to both conservative and non-conservative applied forces, whose probability evolves according to the Kramers equation. We derive a general fluctuation relation, expressing the ratio of the…

Statistical Mechanics · Physics 2007-05-23 A. Imparato , L. Peliti

Fluctuation theorems establish deep relations between observables away from thermal equilibrium. Until recently, the research on fluctuation theorems was focused on time-reversal-invariant systems. In this review we address some newly…

Statistical Mechanics · Physics 2015-06-18 Chenjie Wang , D. E. Feldman

We study entropy production (EP) in processes involving repeated quantum measurements of finite quantum systems. Adopting a dynamical system approach, we develop a thermodynamic formalism for the EP and study fine aspects of irreversibility…

Mathematical Physics · Physics 2017-08-02 Tristan Benoist , Vojkan Jaksic , Yan Pautrat , Claude-Alain Pillet

Understanding how systems respond to external perturbations is a fundamental challenge in physics, particularly for non-equilibrium and non-stationary processes. The fluctuation-dissipation theorem provides a complete framework for…

Statistical Mechanics · Physics 2026-05-06 Jiming Zheng , Zhiyue Lu

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

A Gaussian fluctuation formula is proved for linear statistics of complex random matrices in the case that the statistic is rotationally invariant. For a general linear statistic without this symmetry, Coulomb gas theory is used to predict…

Statistical Mechanics · Physics 2007-05-23 P. J. Forrester

Cyclic structure and dynamics are of great interest in both the fields of stochastic processes and nonequilibrium statistical physics. In this paper, we find a new symmetry of the Brownian motion named as the quasi-time-reversal invariance.…

Probability · Mathematics 2017-04-27 Hao Ge , Chen Jia , Da-Quan Jiang

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 characteristic function for the joint measurement of the changes of two commuting observables upon an external forcing of a quantum system is derived. In particular, the statistics of the internal energy, the exchanged heat and the work…

Statistical Mechanics · Physics 2009-02-18 Peter Talkner , Michele Campisi , Peter Hänggi

We introduce a finite-time detailed fluctuation theorem for the environmental entropy of the form $\tilde P(\Delta S_{env}) = e^{\Delta S_{env}} \tilde P(-\Delta S_{env})$ for an appropriately weighted probability density of the external…

Statistical Mechanics · Physics 2013-04-22 David Luposchainsky , Andre Cardoso Barato , Haye Hinrichsen

Detailed fluctuation theorem, a microscopic version of the steady state fluctuation theorem, has been proposed by Jarzynski and demonstrated in the case of Hamiltonian systems weakly coupled with reservoirs. We show that an identical…

Statistical Mechanics · Physics 2010-07-20 K. Gururaj , G. Raghavan , M. C. Valsakumar

Fluctuation theorem is one of the major achievements in the field of nonequilibrium statistical mechanics during the past two decades. Steady-state fluctuation theorem of sample entropy production rate in terms of large deviation principle…

Probability · Mathematics 2016-08-24 Yong Chen , Hao Ge , Jie Xiong , Lihu Xu

We study Brownian motion driven with both conservative and nonconservative external forces. By using the thermodynamic approach of the theory of Brownian motion we obtain the Fokker-Planck equation and derive expressions for the Fluctuation…

Statistical Mechanics · Physics 2009-11-13 A. Perez-Madrid , I. Santamaria-Holek

An investigation of the distribution of finite time trajectory divergence is performed on an Atmospheric Global Circulation Model. The distribution of the largest local Lyapunov exponent shows a significant probability for negative values…

Atmospheric and Oceanic Physics · Physics 2015-06-12 Bernd Schalge , Richard Blender , Jeroen Wouters , Klaus Fraedrich , Frank Lunkeit

We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…

Probability · Mathematics 2026-05-28 Paul Nikolaev