Related papers: Fluctuation-dissipation relations for a general cl…
We present the first experimental determination of the time autocorrelation $C(t',t)$ of magnetization in the non-stationary regime of a spin glass. Quantitative comparison with the response, the magnetic susceptibility $\chi(t',t)$, is…
We develop a unified fluctuation-response theory in the frequency domain for nonequilibrium steady states governed by overdamped Langevin dynamics and Markov jump processes. The relation expresses the power spectrum of general observables…
We discuss the "generalized fluctuation-dissipation relations (theorems)" for the first time suggested by us in 1977-1984 as statistical-thermodynamical consequences of time symmetry (reversibility) of microscopic dynamics. It is shown, in…
Heat fluctuations are studied in a dissipative system with both mechanical and stochastic components for a simple model: a Brownian particle dragged through water by a moving potential. An extended stationary state fluctuation theorem is…
Many molecular junctions display stochastic telegraphic switching between two distinct current values, which is therefore an important source of fluctuations in nanoscale quantum transport. We investigate electronic fluctuations arising via…
In this paper, we present a general derivation of a modified fluctuation-dissipation theorem (MFDT) valid near an arbitrary non-stationary state for a system obeying markovian dynamics. We show that the method to derive modified…
We solve two problems related to the fluctuations of time-integrated functionals of Markov diffusions, used in physics to model nonequilibrium systems. In the first we derive and illustrate the appropriate boundary conditions on the…
Non-equilibrium fluctuations of various stochastic variables, such as work and entropy production, have been widely discussed recently in the context of large deviations, cumulants and fluctuation relations. Typically, one looks at the…
Dynamics near and far away from thermal equilibrium is studied within the framework of Langevin equations. A stochasticity-dissipation relation is proposed to emphasize the equal importance of the stochastic and deterministic forces in…
We derive spectral fluctuation--dissipation--response inequalities for finite-state Markov jump processes. By comparing the causal susceptibility to its passive equilibrium reference, we establish frequency-resolved and frequency-integrated…
In the context of the dynamical evolution in a non-stationary thermal bath, we construct a family of fluctuation relations for the entropy production that are not verified by the work performed on the system. We exhibit fluctuation…
Firstly the fluctuation theorems (FT) for expended work in a driven nonequilibrium system, isolated or thermostatted, together with the ensuing Jarzynski work-energy (W-E) relationships, will be discussed and reobtained. Secondly, the…
We study the average shape of a fluctuation of a time series x(t), that is the average value <x(t)-x(0)>_T before x(t) first returns, at time T, to its initial value x(0). For large classes of stochastic processes we find that a scaling law…
By numerical simulation of a Lennard-Jones like liquid driven by a velocity gradient \gamma we test the fluctuation relation (FR) below the (numerical) glass transition temperature T_g. We show that, in this region, the FR deserves to be…
We analyze the fluctuation of the loss from default around its large portfolio limit in a class of reduced-form models of correlated firm-by-firm default timing. We prove a weak convergence result for the fluctuation process and use it for…
Fluctuation-dissipation relations have received significant attention as a potential method for defining an effective temperature in nonequilibrium systems. The successful development of an effective temperature would be an important step…
We derive an extended fluctuation theorem for a geometric pumping in a spin-boson system under a periodic control of environmental temperatures by using a Markovian quantum master equation. We perform the Monte-Carlo simulation and obtain…
Advances in statistical learning theory have resulted in a multitude of different designs of learning machines. But which ones are implemented by brains and other biological information processors? We analyze how various abstract Bayesian…
We study the response of dynamical systems to finite amplitude perturbation. A generalized Fluctuation-Response relation is derived, which links the average relaxation toward equilibrium to the invariant measure of the system and points out…
Fluctuation theorems (FTs) quantify the thermodynamic reversibility of a system, and for deterministic systems they are defined in terms of the dissipation function. However, in a nonequilibrium steady state of deterministic dynamics, the…