相关论文: Spectral Analysis of Current Fluctuations in Perio…

We use kinetic Monte Carlo simulations to investigate current fluctuations in boundary driven generalized exclusion processes, in different dimensions. Simulation results are in full agreement with predictions based on the additivity…

Fluctuation-enhanced sensing comprises the analysis of the stochastic component of the sensor signal and the utilization of the microscopic dynamics of the interaction between the agent and the sensor. We study the relationship between the…

We consider particle transport under the influence of time-varying driving forces, where fluctuation relations connect the statistics of pairs of time reversed evolutions of physical observables. In many "mesoscopic" transport processes,…

We describe an algorithm computing the exact value of the mean current, its variance, and higher order cumulants for stochastic driven systems. The method uses a Rayleigh-Schrodinger perturbation expansion of the generating function of the…

In this work we perform theoretical analysis about a coupled RC circuit with constant driven currents. Starting from stochastic differential equations, where voltages are subject to thermal noises, we derive time-correlation functions,…

Normal human heart rate shows complex fluctuations in time, which is natural, since heart rate is controlled by a large number of different feedback control loops. These unpredictable fluctuations have been shown to display fractal…

This review article discusses limit distributions and variance bounds for particle current in several dynamical stochastic systems of particles on the one-dimensional integer lattice: independent particles, independent particles in a random…

We show how to apply the macroscopic fluctuation theory (MFT) of Bertini, De Sole, Gabrielli, Jona-Lasinio, and Landim to study the current fluctuations of diffusive systems with a step initial condition. We argue that one has to…

We investigate theoretically and experimentally stochastic resonance in a quantum dot coupled to electron source and drain via time-dependent tunnel barriers. A central finding is a transition visible in the current noise spectrum as a…

The influence of a time-periodic forcing on stochastic processes can essentially be emphasized in the large time behaviour of their paths. The statistics of transition in a simple Markov chain model permits to quantify this influence. In…

We consider the fluctuations of generalized currents in stochastic Markovian dynamics. The large deviations of current fluctuations are shown to obey a Gallavotti-Cohen (GC) type symmetry in systems with a finite state space. However, this…

We propose a new statistical test to identify non-stationary frequency-modulated stochastic processes from time series data. Our method uses the instantaneous phase as a discriminatory statistics with reliable critical values derived from…

The cumulant generating function of time-averaged current is studied from an operational viewpoint. Specifically, for interacting Brownian particles under non-equilibrium conditions, we show that the first derivative of the cumulant…

Spectra derived from fast Fourier transform (FFT) analysis of time-domain data intrinsically contain statistical fluctuations whose distribution depends on the number of accumulated spectra contributing to a measurement. The tail of this…

Electron transport in nano-scale structures is strongly influenced by the Coulomb interaction which gives rise to correlations in the stream of charges and leaves clear fingerprints in the fluctuations of the electrical current. A complete…

We describe a method for analyzing the stochasticity in the non-stationary data for the beat-to-beat fluctuations in the heart rates of healthy subjects, as well as those with congestive heart failure. The method analyzes the returns time…

The objective of this work is the investigation of complexity, asymmetry, stochasticity and non-linearity of the financial and economic systems by using the tools of statistical mechanics and information theory. More precisely, this thesis…

We study the fluctuations of time-additive random observables in the stochastic dynamics of a system of $N$ non-interacting Ising spins. We mainly consider the case of all-to-all dynamics where transitions are possible between any two spin…

We study the full counting statistics of current of large open systems through the application of random matrix theory to transition-rate matrices. We develop a method for calculating the ensemble-averaged current-cumulant generating…

We derive an exact formula for the scaled cumulant generating function of the time-integrated current associated to an arbitrary ballistically transported conserved charge. Our results rely on the Euler-scale description of interacting,…