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Using Trades and Quotes data from the Paris stock market, we show that the random walk nature of traded prices results from a very delicate interplay between two opposite tendencies: long-range correlated market orders that lead to…

Statistical Mechanics · Physics 2008-12-02 Jean-Philippe Bouchaud , Yuval Gefen , Marc Potters , Matthieu Wyart

The quantum fluctuations of fields can exhibit subtle correlations in space and time. As the interval between a pair of measurements varies, the correlation function can change sign, signaling a shift between correlation and…

Quantum Physics · Physics 2024-12-05 Emily R. Taylor , Samuel Yencho , L. H. Ford

We propose an effective field theory describing the time dependent fluctuations of electrons in conducting systems, generalizing the well known kinetic theory of fluctuations. On several examples, we show its equivalence, (when quantum…

Mesoscale and Nanoscale Physics · Physics 2009-03-22 D. B. Gutman , A. D. Mirlin , Yuval Gefen

Active contributions to fluctuations are a direct consequence of metabolic energy consumption in living cells. Such metabolic processes continuously create active forces, which deform the membrane to control motility, proliferation as well…

Biological Physics · Physics 2018-10-02 Hervé Turlier , Timo Betz

We study aging dynamics in two non-disordered spin models with multi-spin interactions, following a sudden quench to low temperature. The models are relevant to the physics of supercooled liquids. Their low temperature dynamics resemble…

Statistical Mechanics · Physics 2009-11-11 Robert L. Jack , Ludovic Berthier , Juan P. Garrahan

Using analytical calculations and computer simulations we consider both the lateral diffusion of a membrane protein and the fluctuation spectrum of the membrane in which the protein is embedded. The membrane protein interacts with the…

Soft Condensed Matter · Physics 2015-05-18 Ellen Reister-Gottfried , Stefan M. Leitenberger , Udo Seifert

A finite-time fluctuation theorem is proved for the diffusion-influenced surface reaction A<->B in a domain with any geometry where the species A and B undergo diffusive transport between the reservoir and the catalytic surface. A…

Statistical Mechanics · Physics 2018-12-24 Pierre Gaspard , Raymond Kapral

Recent studies on the phenomenology of ageing in certain many-particle systems which are at a critical point of their non-equilibrium steady-states, are reviewed. Examples include the contact process, the parity-conserving…

Statistical Mechanics · Physics 2007-05-23 Malte Henkel

We study the population profile in a simple discrete time model of population dynamics. Our model, which is closely related to certain ``bit-string'' models of evolution, incorporates competition for resources via a population dependent…

Statistical Mechanics · Physics 2009-10-31 Martin Howard , R. K. P. Zia

Exact theoretical results for the violation of time dependent fluctuation-dissipation relations in driven dissipative systems are presented. The ratio of correlation to delayed response in the stochastic model introduced in [Phys. Rev.…

Statistical Mechanics · Physics 2007-05-23 Yair Shokef , Guy Bunin , Dov Levine

We study the effect of single biased tracer particle in a bath of other particles performing the random average process (RAP) on an infinite line. We focus on the large time behavior of the mean and the fluctuations of the positions of the…

Statistical Mechanics · Physics 2016-06-22 J. Cividini , A. Kundu , S. N. Majumdar , D. Mukamel

The long-time dynamics of reaction-diffusion processes in low dimensions is dominated by fluctuation effects. The one-dimensional coagulation-diffusion process describes the kinetics of particles which freely hop between the sites of a…

Statistical Mechanics · Physics 2013-01-15 Xavier Durang , Jean-Yves Fortin , Diego Del Biondo , Malte Henkel , Jean Richert

The weak correlation between spatiotemporal fluctuations in nonequilibrium complex systems is shown to govern the fluctuation distribution, maximizing the conditional entropy associated with such fluctuations. The result is illustrated in…

Statistical Mechanics · Physics 2024-03-05 Yuichi Itto

In the past few years systems with slow dynamics have attracted considerable theoretical and experimental interest. Ageing phenomena are observed during this ever-lasting non-equilibrium evolution. A simple instance of such a behaviour is…

Statistical Mechanics · Physics 2011-07-19 Pasquale Calabrese , Andrea Gambassi

We consider a scalar field governed by an advection-diffusion equation (or a more general evolution equation) with rapidly fluctuating, Gaussian distributed random coefficients. In the white noise limit, we derive the closed evolution…

Analysis of PDEs · Mathematics 2022-02-24 Jared C. Bronski , Lingyun Ding , Richard M. McLaughlin

We consider continuous time random walks (CTRW) and discuss situations pertinent to aging. These correspond to the case when the initial state of the system is known not at preparation (at $t=0$) but at the later instant of time $t_1>0$…

Statistical Mechanics · Physics 2007-10-16 V. Yu. Zaburdaev , I. M. Sokolov

The understanding of out-of-equilibrium fluctuation relations in small open quantum systems has been a focal point of research in recent years. In particular, for systems with adiabatic time-dependent driving, it was shown that the…

Mesoscale and Nanoscale Physics · Physics 2021-02-03 Roman-Pascal Riwar , Janine Splettstoesser

In quantum transport through nanoscale devices, fluctuations arise from various sources: the discreteness of charge carriers, the statistical non-equilibrium that is required for device operation, and unavoidable quantum uncertainty. As…

Mesoscale and Nanoscale Physics · Physics 2019-09-04 Samuel L. Rudge , Daniel S. Kosov

Transport of molecules across membrane channels is investigated theoretically using exactly solvable one-dimensional discrete-state stochastic models. An interaction between molecules and membrane pores is modeled via a set of binding sites…

Soft Condensed Matter · Physics 2009-11-13 Anatoly B. Kolomeisky , Stanislav Kotsev

We study the non-equilibrium version of the fluctuation dissipation (FD) relation in the glass phase of a trap model that is driven into a non-equilibrium steady state by external ``shear''. This extends our recent study of ageing FD…

Statistical Mechanics · Physics 2007-05-23 Suzanne Fielding , Peter Sollich