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We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently-introduced macroscopic fluctuation theory to nonlinear driven…

统计力学 · 物理学 2013-10-29 P. I. Hurtado , A. Lasanta , A. Prados

Out of equilibrium quantum systems, on top of quantum fluctuations, display complex temporal patterns. Such time fluctuations are generically exponentially small in the system volume and can be therefore safely ignored in most of the cases.…

量子物理 · 物理学 2014-02-12 Lorenzo Campos Venuti , Paolo Zanardi

We extend our recent result [Cipolloni, Erd\H{o}s, Schr\"oder 2019] on the central limit theorem for the linear eigenvalue statistics of non-Hermitian matrices $X$ with independent, identically distributed complex entries to the real…

概率论 · 数学 2024-02-02 Giorgio Cipolloni , László Erdős , Dominik Schröder

Consider the sample covariance matrix $$\Sigma^{1/2}XX^T\Sigma^{1/2}$$ where $X$ is an $M\times N$ random matrix with independent entries and $\Sigma$ is an $M\times M$ diagonal matrix. It is known that if $\Sigma$ is deterministic, then…

概率论 · 数学 2023-02-27 Ji Oon Lee , Yiting Li

The large scale fluctuations of the ordered state in active matter systems are usually characterised by studying the "giant number fluctuations" of particles in any finite volume, as compared to the expectations from the central limit…

软凝聚态物质 · 物理学 2018-05-25 Supravat Dey , Dibyendu Das , R. Rajesh

We consider in this paper, a few important issues in non-equilibrium work fluctuations and their relations to equilibrium free energies. First we show that Jarzynski identity can be viewed as a cumulant expansion of work. For a switching…

统计力学 · 物理学 2015-05-20 M Suman Kalyan , G Anjan Prasad , V S S Sastry , K P N Murthy

In this article, we study the fluctuation of linear eigenvalue statistics of symmetric circulant matrices $(SC_n)$ with independent entries which satisfy some moment conditions. We show that $\frac{1}{\sqrt{n}} \Tr \phi(SC_n)$ obey the…

概率论 · 数学 2020-04-24 Shambhu Nath Maurya , Koushik Saha

We consider a nonlinear differential equation under the combined influence of small state-dependent Brownian perturbations of size $\varepsilon$, and fast periodic sampling with period $\delta$; $0<\varepsilon, \delta \ll 1$. Thus, state…

概率论 · 数学 2022-05-20 Shivam Dhama , Chetan D. Pahlajani

We establish central and non-central limit theorems for sequences of functionals of the Gaussian output of an infinitely-wide random neural network on the d-dimensional sphere . We show that the asymptotic behaviour of these functionals as…

概率论 · 数学 2026-04-24 Simmaco Di Lillo , Leonardo Maini , Domenico Marinucci

Fluctuations are important near phase transitions, where they can be difficult to describe quantitatively. Superconductivity in mesoscopic rings is particularly intriguing because the critical temperature is an oscillatory function of…

超导电性 · 物理学 2009-01-06 Nicholas C. Koshnick , Hendrik Bluhm , Martin E. Huber , Kathryn A. Moler

Lyapunov exponents characterize the chaotic nature of dynamical systems by quantifying the growth rate of uncertainty associated with the imperfect measurement of initial conditions. Finite-time estimates of the exponent, however,…

统计力学 · 物理学 2017-09-22 Patrick Charbonneau , Yue Li , Henry D. Pfister , Sho Yaida

We study large fluctuations of the area $\mathcal{A}$ under a Brownian excursion $x(t)$ on the time interval $|t|\leq T$, constrained to stay away from a moving wall $x_0(t)$ such that $x_0(-T)=x_0(T)=0$ and $x_0(|t|<T)>0$. We focus on wall…

统计力学 · 物理学 2019-02-28 Baruch Meerson

We investigate magnetic fluctuations of a mesoscopic critical region at the interface induced by smooth time-independent spacial changes of a control parameter across its critical value. Near the spatial critical point, the order parameter…

介观与纳米尺度物理 · 物理学 2023-09-25 Saikat Banerjee , Nikolai A. Sinitsyn

We study the stochastic behavior of heterogeneous diffusion processes with the power-law dependence $D(x)\sim|x|^{\alpha}$ of the generalized diffusion coefficient encompassing sub- and superdiffusive anomalous diffusion. Based on…

统计力学 · 物理学 2014-12-24 Andrey G. Cherstvy , Ralf Metzler

We study the first-passage time (FPT) problem for widespread recurrent processes in confined though large systems and present a comprehensive framework for characterizing the FPT distribution over many time scales. We find that the FPT…

统计力学 · 物理学 2025-03-21 Talia Baravi , David A. Kessler , Eli Barkai

The critical fluctuations in a mesoscopic superconducting ring are studied within the Ginzburg-Landau approach. The nonlocal conductivity as well as the specific heat are calculated as functions of the magnetic flux $\Phi$ through the ring.…

介观与纳米尺度物理 · 物理学 2015-05-27 S. Mironov , A. Buzdin

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…

统计力学 · 物理学 2016-08-31 Gregor Diezemann

The work performed on a system in a microcanonical state by changes in a control parameter is characterized in terms of its statistics. The transition probabilities between eigenstates of the system Hamiltonians at the beginning and the end…

统计力学 · 物理学 2014-01-21 Peter Talkner , Manuel Morillo , Juyeon Yi , Peter Hanggi

The Macroscopic Fluctuating Theory is presented from a practical and self consistent point of view. We take as starting point the assumption that a system at a mesoscopic scale is described by a field $\phi(x,t)$ that evolves by a Langevin…

统计力学 · 物理学 2020-10-23 Pedro L. Garrido

Phase transitions, sharp in the thermodynamic limit, get smeared in finite systems where macroscopic order-parameter fluctuations dominate. Achieving a coherent and complete theoretical description of these fluctuations is a central…

统计力学 · 物理学 2025-10-06 Rupak Majumder , Julien Barré , Shamik Gupta