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We prove fluctuation bounds for the particle current in totally asymmetric zero range processes in one dimension with nondecreasing, concave jump rates whose slope decays exponentially. Fluctuations in the characteristic directions have…

概率论 · 数学 2012-01-25 M. Balázs , J. Komjáthy , T. Seppäläinen

The fluctuation-dissipation theorem is a central theorem in nonequilibrium statistical mechanics by which the evolution of velocity fluctuations of the Brownian particle under a fluctuating environment is intimately related to its…

统计力学 · 物理学 2015-05-14 Jen-Tsung Hsiang , Tai-Hung Wu , Da-Shin Lee

Functional limit theorems for scaled fluctuations of occupation time processes of a sequence of critical branching particle systems in $\R^d$ with anisotropic space motions and strongly degenerated splitting abilities are proved in the…

概率论 · 数学 2015-05-30 Yuqiang LI

An open problem of interest, first infused into the applied probability community in the work of Bingham and Doney in 1988, (see \cite{Bingham}) is stated as follows: find the distribution of the quadrant occupation time of planar Brownian…

概率论 · 数学 2016-08-16 Philip Ernst , Larry Shepp

Statistical properties of Brownian motion that arise by analyzing, separately, trajectories over which the system energy increases (upside) or decreases (downside) with respect to a threshold energy level, are derived. This selective…

统计力学 · 物理学 2019-08-02 Galen T. Craven , Abraham Nitzan

We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…

概率论 · 数学 2025-12-10 Xue-Mei Li , Colin Piernot , Szymon Sobczak , Kexing Ying

We report equations of motion for the occupation numbers of natural spin orbitals and show that adiabatic extensions of common functionals employed in ground-state reduced-density-matrix-functional theory have the shortcoming of leading…

材料科学 · 物理学 2012-12-27 H. Appel , E. K. U. Gross

Fractional Brownian motion is a Gaussian stochastic process with long-range correlations in time; it has been shown to be a useful model of anomalous diffusion. Here, we investigate the effects of mutual interactions in an ensemble of…

We consider a one-dimensional symmetric simple exclusion process in contact with slowed reservoirs: at the left (resp. right) boundary, particles are either created or removed at rates given by $\alpha/n$ or $(1-\alpha)/n$ (resp. $\beta/n$…

概率论 · 数学 2017-04-06 Tertuliano Franco , Patrícia Gonçalves , Adriana Neumann

For Brownian motion of a single particle subject to a tilted periodic potential on a ring, we propose a formula for experimentally determining the cumulant generating function of time-averaged current without measurements of current…

统计力学 · 物理学 2013-05-29 Takahiro Nemoto , Shin-ichi Sasa

We consider the weakly asymmetric simple exclusion process on a ring, driven out of equilibrium by tilting the dynamics so as to enforce a macroscopic current of particles on a large time interval. In this current-biased dynamics, the tilt…

概率论 · 数学 2023-10-26 Benoit Dagallier

We study the non-equilibrium stationary fluctuations of a symmetric zero-range process on the discrete interval $\{1, \ldots, N-1\}$ coupled to reservoirs at sites $1$ and $N-1$, which inject and remove particles at rates proportional to…

概率论 · 数学 2026-01-09 Patrícia Gonçalves , Adriana Neumann , Maria Chiara Ricciuti

The phenomenon of resonant activation of a Brownian particle over a fluctuating barrier is revisited. We discuss the important distinctions between barriers that can fluctuate among "up" and "down" configurations, and barriers that are…

化学物理 · 物理学 2009-10-30 Marian Boguna , Josep M. Porra , Jaume Masoliver , Katja Lindenberg

We derive the distribution of particle currents for a system of interacting active Brownian particles in the long time limit using large deviation theory and a weighted many body expansion. We find the distribution is non-Gaussian, except…

统计力学 · 物理学 2018-12-19 Trevor GrandPre , David T. Limmer

Using the Feynman-Kac formula, a work fluctuation theorem for a Brownian particle in a nonconfining potential, e.g., a potential well with finite depth, is derived. The theorem yields aninequality that puts a lower bound on the average work…

统计力学 · 物理学 2021-02-12 Christoph Streißnig , Holger Kantz

Recent results on the stationary state Fluctuation Theorems for work and heat fluctuations of Langevin systems are presented. The relevance of finite time corrections in understanding experimental and simulation results is explained in the…

统计力学 · 物理学 2007-07-31 E. G. D. Cohen , Ramses van Zon

There has been an increasing interest in the quantification of nearly deterministic work extraction from a finite number of copies of microscopic particles in finite time. This paradigm, so called single-shot epsilon-deterministic work…

量子物理 · 物理学 2017-11-22 Sina Salek , Karoline Wiesner

The time-integrated current of the TASEP has non-Gaussian fluctuations of order $t^{1/3}$. The recently discovered connection to random matrices and the Painlev\'e II Riemann-Hilbert problem provides a technique through which we obtain the…

统计力学 · 物理学 2007-05-23 M. Praehofer , H. Spohn

We study the occupation measure of various sets for a symmetric transient random walk in $Z^d$ with finite variances. Let $\mu^X_n(A)$ denote the occupation time of the set $A$ up to time $n$. It is shown that $\sup_{x\in…

概率论 · 数学 2007-05-23 Endre Csáki , Antónia Földes , Pál Révész , Jay Rosen , Zhan Shi

We conjecture that the current fluctuations in one-dimensional driven transport systems obey an upper bound determined by the mean current and the driving force. This inequality originates from repulsive interactions between transporting…

统计力学 · 物理学 2025-10-13 Jiayin Gu , Fan Zhang