English
Related papers

Related papers: Global fluctuations and Gumbel statistics

200 papers

Relationships are obtained expressing the breaking of spin-reversal symmetry by an external magnetic field in Gibbsian canonical equilibrium states of spin systems under specific assumptions. These relationships include an exact fluctuation…

Statistical Mechanics · Physics 2015-06-05 Pierre Gaspard

We derive the generalized Green-Kubo relation and an integral form of the fluctuation theorem that apply to uniformly sheared granular systems in which microscopic time-reversal symmetry is broken. The former relation provides an exact…

Statistical Mechanics · Physics 2009-06-11 Song-Ho Chong , Michio Otsuki , Hisao Hayakawa

The normalized probability density function (PDF) of global measures of a large class of highly correlated systems has previously been demonstrated to fall on a single non-Gaussian "universal" curve. We derive the functional form of the…

Statistical Mechanics · Physics 2007-05-23 Sandra Chapman , George Rowlands , Nicholas Watkins

We study global fluctuations for singular values of $M$-fold products of several right-unitarily invariant $N \times N$ random matrix ensembles. As $N \to \infty$, we show the fluctuations of their height functions converge to an explicit…

Probability · Mathematics 2020-10-20 Vadim Gorin , Yi Sun

When an isolated quantum system is driven out of equilibrium, expectation values of general observables start oscillating in time. This article reviews the general theory of such temporal fluctuations. We first survey some results on the…

Statistical Mechanics · Physics 2015-09-02 Lorenzo Campos Venuti , Paolo Zanardi

We introduce an approach for analyzing the responses of dynamical systems to external perturbations that combines score-based generative modeling with the Generalized Fluctuation-Dissipation Theorem (GFDT). The methodology enables accurate…

Data Analysis, Statistics and Probability · Physics 2024-11-11 Ludovico Theo Giorgini , Katherine Deck , Tobias Bischoff , Andre Souza

We study the propagation of waves in a medium in which the wave velocity fluctuates randomly in time. We prove that at long times, the statistical distribution of the wave energy is log-normal, with the average energy growing exponentially.…

Disordered Systems and Neural Networks · Physics 2021-09-01 R. Carminati , H. Chen , R. Pierrat , B. Shapiro

The evolution of many stochastic systems is accurately described by random walks on graphs. We here explore the close connection between local steady-state fluctuations of random walks and the global structure of the underlying graph.…

Statistical Mechanics · Physics 2022-10-25 M. Bruderer

A finite quantum system evolving unitarily equilibrates in a probabilistic fashion. In the general many-body setting the time-fluctuations of an observable \mathcal{A} are typically exponentially small in the system size. We consider here…

Statistical Mechanics · Physics 2013-01-22 Lorenzo Campos Venuti , Paolo Zanardi

We derive an exact expression of the response function to an infinitesimal magnetic field for the Ising-Glauber model with arbitrary exchange couplings.nThe result is expressed in terms of thermodynamic averages and does not depend on…

Statistical Mechanics · Physics 2007-05-23 Christophe Chatelain

Traditionally, it is understood that fluctuations in the equilibrium distribution are not evident in thermodynamic systems of large $N$ (the number of particles in the system) \cite{Huang1}. In this paper we examine the validity of this…

Mathematical Physics · Physics 2007-10-03 Kieran Kelly , Przemysław Repetowicz , Seosamh macRéamoinn

Fluctuation dynamics of an experimentally measured observable offer a primary signal for nonequilibrium systems, along with dynamics of the mean. While universal speed limits for the mean have actively been studied recently, constraints for…

Statistical Mechanics · Physics 2024-11-08 Ryusuke Hamazaki

We discuss research done in two important areas of nonequilibrium statistical mechanics: fluctuation dissipation relations and dynamical fluctuations. In equilibrium systems the fluctuation-dissipation theorem gives a simple relation…

Statistical Mechanics · Physics 2010-11-19 Bram Wynants

For non-equilibrium systems of interacting particles and for interacting diffusions in d dimensions, a novel fluctuation relation is derived. The theorem establishes a quantitative relation between the probabilities of observing two current…

Statistical Mechanics · Physics 2015-12-07 Carlos Pérez-Espigares , Frank Redig , Cristian Giardinà

We calculate the fluctuation of the energy of a system in Tsallis statistics following the finite heat bath canonical ensemble approach. We obtain this fluctuation as the second derivative of the logarithm of the partition function plus an…

Statistical Mechanics · Physics 2009-11-07 F. Q. Potiguar , U. M. S. Costa

The existence of a generalized fluctuation-dissipation theorem observed in simulations and experiments performed in various glassy materials is related to the concepts of local equilibration and heterogeneity in space. Assuming the…

Statistical Mechanics · Physics 2009-11-10 Ludovic Berthier

Universal scaling laws of fluctuations (the $\Delta$-scaling laws) can be derived for equilibrium and off-equilibrium systems when combined with the finite-size scaling analysis. In any system in which the second-order critical behavior can…

High Energy Physics - Phenomenology · Physics 2009-10-31 Robert Botet , Marek Ploszajczak

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

We study generalizations of It\^{o}-Langevin dynamics consistent within nonextensive thermostatistics. The corresponding stochastic differential equations are shown to be connected with a wide class of nonlinear Fokker-Planck equations…

Statistical Mechanics · Physics 2022-07-14 Leonardo Santos

In the present paper, a novel result for inferring uniform global, not semi-global, exponential stability in the sense of Lyapunov with respect to input-affine systems from global uniform exponential stability properties with respect to…

Optimization and Control · Mathematics 2024-09-09 Marc Weber , Bahman Gharesifard , Christian Ebenbauer