相关论文: Symmetry-induced fluctuation relations for dynamic…
Fluctuations exist in any material object $A$. If $A$ has non-zero temperature $T$, one speaks about thermal fluctuations. If $A$ is at very low $T$, the fluctuations are of quantum origin. Interesting effects appear if two bodies $A$ and…
Numerical observations on a Markov chain and on the continuous Markov process performed by a granular tracer show that the ``usual'' fluctuation relation for a given observable is not verified for finite (but arbitrarily large) times. This…
Fluctuations in the return time statistics of a dynamical system can be described by a new spectrum of dimensions. Comparison with the usual multifractal analysis of measures is presented, and difference between the two corresponding sets…
Conditions on the generator of a Markov process to control the fluctuations of its bridges are found. In particular, continuous time random walks on graphs and gradient diffusions are considered. Under these conditions, a concentration of…
We present a new approach to response around arbitrary out-of-equilibrium states in the form of a fluctuation-response inequality (FRI). We study the response of an observable to a perturbation of the underlying stochastic dynamics. We find…
Asymptotic fluctuation theorems are statements of a Gallavotti-Cohen symmetry in the rate function of either the time-averaged entropy production or heat dissipation of a process. Such theorems have been proved for various general classes…
Quantitative studies of irreversibility in statistical mechanics often involve the consideration of a reverse process, whose definition has been the object of many discussions, in particular for quantum mechanical systems. Here we show that…
We investigate the large-fluctuation dynamics in financial markets, based on the minute-to-minute and daily data of the Chinese Indices and German DAX. The dynamic relaxation both before and after the large fluctuations is characterized by…
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…
Markov processes with stochastic resetting towards the origin generically converge towards non-equilibrium steady-states. Long dynamical trajectories can be thus analyzed via the large deviations at Level 2.5 for the joint probability of…
The fluctuation-dissipation relation is calculated for a class of stochastic models obeying a master equation. The transition rates are assumed to obey detailed balance also in the presence of a field. It is shown that in general the linear…
Systems that are driven out of thermal equilibrium typically dissipate random quantities of energy on microscopic scales. Crooks fluctuation theorem relates the distribution of these random work costs with the corresponding distribution for…
We study the fluctuations in equilibrium for a dynamics of rods with random length. This includes the classical hard rod elastic collisions, when rod lengths are constant and equal to a positive value. We prove that in the diffusive…
We summarize a theoretical framework based on global time-reparametrization invariance that explains the origin of dynamic fluctuations in glassy systems. We introduce the main ideas without getting into much technical details. We describe…
We define common thermodynamic concepts purely within the framework of general Markov chains and derive Jarzynski's equality and Crooks' fluctuation theorem in this setup. In particular, we regard the discrete time case that leads to an…
Microreversibility constrains the fluctuations of the nonequilibrium currents that cross an open system. This can be seen from the so-called fluctuation relations, which are a direct consequence of microreversibility. Indeed, the latter are…
Recently a method which employs computing of fluctuations in a measure of nonlinear similarity based on local recurrence properties in a univariate time series, was introduced to identify distinct dynamical regimes and transitions between…
Dynamical systems in nature such as fluid flows, heart beat patterns, rainfall variability, stock market price fluctuations, etc. exhibit selfsimilar fractal fluctuations on all scales in space and time. Power spectral analyses of fractal…
We show that time-correlation functions of arbitrary order for any random variable in a statistical dynamical system can be calculated as higher-order response functions of the mean history of the variable. The response is to a ``control…
We study the fluctuations of systems modeled by Markov jump processes with periodic generators. We focus on observables defined through time-periodic functions of the system's states or transitions. Using large deviation theory, canonical…