相关论文: Generalised Fluctuation Formula
A Gaussian fluctuation formula is proved for linear statistics of complex random matrices in the case that the statistic is rotationally invariant. For a general linear statistic without this symmetry, Coulomb gas theory is used to predict…
In this paper we present a method to generate independent samples for a general random variable, either continuous or discrete. The algorithm is an extension of the acceptance-rejection method, and it is particularly useful for kinetic…
Using the recently proposed covariant framework of general relativistic stochastic mechanics and stochastic thermodynamics, we proved the detailed and integral fluctuation theorems in curved spacetime. The time-reversal transformation is…
In the context of an exactly soluble out of equilibrium (quenched) model, we study an extension of the fluctuation-dissipation relation. This involves a modified differential form of this relation, with an effective temperature which may…
We derive and prove an explicit formula for the sum of the fractional parts of certain geometric series. Although the proof is straightforward, we have been unable to locate any reference to this result. This summation formula allows us to…
We present a generalized integral fluctuation theorem (GIFT) for general diffusion processes using the Feynman-Kac and Cameron-Martin-Girsanov formulas. Existing IFTs can be thought of to be its specific cases. We interpret the origin of…
For a multi-component system, general formulas are derived for the dimension of a coexisting region in the phase diagram in various state spaces.
We investigate numerically the validity of the Gallavotti-Cohen fluctuation formula in the two and three dimensional periodic Lorentz gas subjected to constant electric and magnetic fields and thermostated by the Gaussian isokinetic…
Phase equations describing the evolution of large scale modulation of spatially periodic patterns in two dimensional systems are derived by employing the renormalization group method. A general formula for phase diffusion coefficients is…
We present a short overview of the recent results in the theory of diffusion and wave equations with generalised derivative operators. We give generic examples of such generalised diffusion and wave equations, which include time-fractional,…
When an isolated quantum system is driven out of equilibrium, expectation values of general observables start oscillating in time. This article reviews the general theory of such temporal fluctuations. We first survey some results on the…
We study different fractional extensions of the Poisson process and generalized counting processes by introducing time-change represented by the inverse to the sums of stable and tempered stable subordinators. We state the governing…
We define and study fractional versions of the well-known Gamma subordinator $\Gamma :=\{\Gamma (t),$ $t\geq 0\},$ which are obtained by time-changing $% \Gamma $ by means of an independent stable subordinator or its inverse. Their…
Recently, we presented a unified way of analysing classical cosmological perturbation in generalized gravity theories. In this paper, we derive the perturbation spectrums generated from quantum fluctuations again in unified forms. We…
Data series generated by complex systems exhibit fluctuations on many time scales and/or broad distributions of the values. In both equilibrium and non-equilibrium situations, the natural fluctuations are often found to follow a scaling…
We analyze the fluctuation of the loss from default around its large portfolio limit in a class of reduced-form models of correlated firm-by-firm default timing. We prove a weak convergence result for the fluctuation process and use it for…
We establish a fluctuation-correlation theorem by relating the quantum fluctuations in the generator of the parameter change to the time integral of the quantum correlation function between the projection operator and force operator of the…
Fluctuation theorems have a very special place in the study of non equilibrium dynamics of physical systems. The form in which it is used most extensively is the Gallavoti-Cohen Fluctuation Theorem which is in terms of the distribution of…
A simple class of chaotic systems in a random environment is considered and the fluctuation theorem is extended under the assumption of reversibility.
Fluctuation theorems make use of time reversal to make predictions about entropy production in many-body systems far from thermal equilibrium. Here we review the wide variety of distinct, but interconnected, relations that have been derived…