Related papers: Fluctuation relation for a L\'evy particle
We study the motion of small particles in a random turbulent flow assuming linear law of friction. We derive a symmetry relation obeyed by the large deviations of the finite time Lyapunov exponents in the phase space. The relation applies…
There is an abundance of useful fluctuation identities for one-sided L\'evy processes observed up to an independent exponentially distributed time horizon. We show that all the fundamental formulas generalize to time horizons having matrix…
We study current fluctuations in lattice gases in the macroscopic limit extending the dynamic approach for density fluctuations developed in previous articles. More precisely, we establish a large deviation principle for a space-time…
The dynamics of a test particle interacting with diffusing impurities in one dimension is investigated analytically and numerically. In the absence of an applied external force, the dynamics of the particle can be characterized by a…
Probability density functions (PDFs) of scale-dependent energy fluctuations, $P[\delta E(\ell)]$, are studied in high-resolution direct numerical simulations of Navier-Stokes and incompressible magnetohydrodynamic (MHD) turbulence. MHD…
The first passage time process of a L\'evy subordinator with heavy-tailed L\'evy measure has long-range dependent paths. The random fluctuations that appear under two natural schemes of summation and time scaling of such stochastic…
Since the times of Holtsmark (1911), statistics of fields in random environments have been widely studied, for example in astrophysics, active matter, and line-shape broadening. The power-law decay of the two-body interaction, of the form…
Fluctuations in the statistical model of heavy ion collisions are studied. The role of statistics, relativity, constraints, decaying resonances and branching processes are investigated using this model. Also studied are thermodynamic…
At long times, a fractional Brownian particle in a confining external potential reaches a non-equilibrium (non-Boltzmann) steady state. Here we consider scale-invariant power-law potentials $V(x)\sim |x|^m$, where $m>0$, and employ the…
We discuss diffusion properties of a dynamical system, which is characterised by long-tail distributions and finite correlations. The particle velocity has the stable L\'evy distribution; it is assumed as a jumping process (the kangaroo…
Complex systems consist of many interacting elements which participate in some dynamical process. The activity of various elements is often different and the fluctuation in the activity of an element grows monotonically with the average…
L\'{e}vy walk is a practical model and has wide applications in various fields. Here we focus on the effect of an external constant force on the L\'{e}vy walk with the exponent of the power-law distributed flight time $\alpha\in(0,2)$. We…
We discuss the limits of validity of the semiclassical theory of gravity in which a classical metric is coupled to the expectation value of the stress tensor. It is argued that this theory is a good approximation only when the fluctuations…
We study large deviation probabilities for a sum of dependent random variables from a heavy-tailed factor model, assuming that the components are regularly varying. We identify conditions where both the factor and the idiosyncratic terms…
In the last ten years, a number of ``Conventional Fluctuation Theorems'' have been derived for systems with deterministic or stochastic dynamics, in a transient or in a non-equilibrium stationary state. These theorems gave explicit…
We consider an overdamped particle with a general physical mechanism that creates noisy active movement (e.g., a run-and-tumble particle or active Brownian particle etc.), that is confined by an external potential. Focusing on the limit in…
Fluctuation Theorem(FT) has been studied as far from equilibrium theorem, which relates the symmetry of entropy production. To investigate the application of this theorem, especially to biological physics, we consider the FT for tilted…
A large deviation function mathematically characterizes the statistical property of atypical events. Recently, in non-equilibrium statistical mechanics, large deviation functions have been used to describe universal laws such as the…
In this perspective we consider how modern statistical mechanics and response theory can be applied to understand the response of polar molecules to an applied electric field and the fluctuations in these systems. Results that are…
A fluctuation theory and, in particular, a theory of scale functions is developed for upwards skip-free L\'evy chains, i.e. for right-continuous random walks embedded into continuous time as compound Poisson processes. This is done by…