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Related papers: Global fluctuations and Gumbel statistics

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The fluctuation theorem characterizes the distribution of the dissipation in nonequilibrium systems and proves that the average dissipation will be positive. For a large system with no external source of fluctuation, fluctuations in…

Statistical Mechanics · Physics 2018-12-18 Guillaume Michel , Debra J. Searles

Sub-Gaussian and subexponential distributions are introduced and applied to study the fluctuation-response relation out of equilibrium. A bound on the difference in expected values of an arbitrary sub-Gaussian or subexponential physical…

Statistical Mechanics · Physics 2020-11-04 Yan Wang

We study the fluctuations of a stochastic Maxwell-Lorentz particle model driven by an external field to determine the extent to which fluctuation relations are related to large deviations. Focusing on the total entropy production of this…

Statistical Mechanics · Physics 2013-08-02 Giacomo Gradenigo , Alessandro Sarracino , Andrea Puglisi , Hugo Touchette

Recently, we have derived a generalization of the known canonical fluctuation relation $k_{B}C=\beta^{2}< \delta U^{2} >$ between heat capacity $C$ and energy fluctuations, which can account for the existence of macrostates with negative…

Statistical Mechanics · Physics 2009-10-16 L. Velazquez , S. Curilef

We propose an approach to explain fluctuations in time intervals of financial markets data from the view point of the Gini index. We show the explicit form of the Gini index for a Weibull distribution which is a good candidate to describe…

Data Analysis, Statistics and Probability · Physics 2009-11-13 Naoya Sazuka , Jun-ichi Inoue

The behavior of an isolated dilute granular gas near the threshold of its clustering instability is investigated by means of fluctuating hydrodynamics and the direct simulation Monte Carlo method. The theoretical predictions from the former…

Statistical Mechanics · Physics 2007-05-23 J. Javier Brey , M. J. Ruiz-Montero

New formulations of quantum generalized fluctuation-dissipation relations in terms of characteristic and probabilistic functionals of continuous observations are suggested and discussed. It is shown that control of entropy production in…

Statistical Mechanics · Physics 2013-06-19 Yu. E. Kuzovlev

We study the global fluctuations for linear statistics of the form $\sum_{i=1}^n f(\lambda_i)$ as $n \rightarrow \infty$, for $C^1$ functions $f$, and $\lambda_1, ..., \lambda_n$ being the eigenvalues of a (general) $\beta$-Jacobi ensemble,…

Probability · Mathematics 2012-10-04 Ioana Dumitriu , Elliot Paquette

Using the fluctuation theorem supplemented with geometric arguments, we derive universal features of the (long-time) efficiency fluctuations for thermal and isothermal machines operating under steady or periodic driving, close or far from…

Statistical Mechanics · Physics 2014-11-26 Gatien Verley , Tim Willaert , Christian Van den Broeck , Massimiliano Esposito

A thermodynamic-like formalism is developed for superstatistical systems based on conditional entropies. This theory takes into account large-scale variations of intensive variables of systems in nonequilibrium stationary states. Ordinary…

Statistical Mechanics · Physics 2009-11-13 Sumiyoshi Abe , Christian Beck , E. G. D. Cohen

The climate belongs to the class of non-equilibrium forced and dissipative systems, for which most results of quasi-equilibrium statistical mechanics, including the fluctuation-dissipation theorem, do not apply. We show for the first time…

Statistical Mechanics · Physics 2011-10-11 Valerio Lucarini , Stefania Sarno

A mass ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large…

Chaotic Dynamics · Physics 2012-03-28 Giorgio Krstulovic , Rehab Bitane , Jeremie Bec

Fluctuation theorems have a very special place in the study of non equilibrium dynamics of physical systems. The form in which it is used most extensively is the Gallavoti-Cohen Fluctuation Theorem which is in terms of the distribution of…

Classical Physics · Physics 2015-12-01 G. S. Agarwal , Sushanta Dattagupta

The interpretation of experimental and numerical data describing off-equilibrium aging dynamics crucially depends on the connection between spontaneous and induced fluctuations. The hypothesis that linear response fluctuations are…

Statistical Mechanics · Physics 2008-03-18 Simon Christiansen , Paolo Sibani

A new unimodal distribution family indexed by the mode and three other parameters is derived from a mixture of a Gumbel distribution for the maximum and a Gumbel distribution for the minimum. Properties of the proposed distribution are…

Methodology · Statistics 2024-07-02 Qingyang Liu , Xianzheng Huang , Haiming Zhou

In gyrokinetic theory there are two quadratic measures of fluctuation energy, left invariant under nonlinear interactions, that constrain the turbulence. The recent work of Plunk and Tatsuno [Phys. Rev. Lett. 106, 165003 (2011)] reported on…

Plasma Physics · Physics 2012-10-19 G. G. Plunk , T. Tatsuno , W. Dorland

The definition of a nonequilibrium temperature through generalized fluctuation-dissipation relations relies on the independence of the fluctuation-dissipation temperature from the observable considered. We argue that this observable…

Statistical Mechanics · Physics 2015-03-13 Kirsten Martens , Eric Bertin , Michel Droz

Universal phenomena far from equilibrium exhibit additional independent scaling exponents and functions as compared to thermal universal behavior. For the example of an ultracold Bose gas we simulate nonequilibrium transport processes in a…

Quantum Gases · Physics 2019-05-07 A. Piñeiro Orioli , J. Berges

We consider the classical fluctuations of the gravitational constant generated by bubbles in the inflationary universe. For extended inflation, we demonstrate numerically how and how large fluctuations are produced during bubble expansion.…

Astrophysics · Physics 2011-09-09 Nobuyuki Sakai

It has long been conjectured that, in three dimensional turbulence, velocity modes at scales larger than the forcing scale follow equilibrium dynamics. Recent numerical and experimental evidence show that such modes share the same mean…

Fluid Dynamics · Physics 2023-11-27 Alexandros Alexakis , Sergio Chibbaro , Guillaume Michel