Markovian perturbation, response and fluctuation dissipation theorem

DOI10.1214/10-AIHP370zbMath1196.82092arXiv0710.4394OpenAlexW1968293234MaRDI QIDQ1958516

Amir Dembo, Jean-Dominique Deuschel

Publication date: 4 October 2010

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0710.4394

zbMATH Keywords

Markov processesDirichlet formsLangevin dynamicsfluctuation dissipation theoremout of equilibrium statistical physics

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)

Related Items (12)

Computation of sensitivities for the invariant measure of a parameter dependent diffusion ⋮ Linear response theory for nonlinear stochastic differential equations with \(\alpha\)-stable Lévy noises ⋮ Einstein relation for biased random walk on Galton-Watson trees ⋮ Unnamed Item ⋮ Instability, rupture and fluctuations in thin liquid films: theory and computations ⋮ Response theory and phase transitions for the thermodynamic limit of interacting identical systems ⋮ Two refreshing views of fluctuation theorems through kinematics elements and exponential martingale ⋮ Differentiability of the speed of biased random walks on Galton-Watson trees ⋮ Mathematical foundation of nonequilibrium fluctuation-dissipation theorems for inhomogeneous diffusion processes with unbounded coefficients ⋮ Biased random walks on random graphs ⋮ Irreversible samplers from jump and continuous Markov processes ⋮ Global stability properties of the climate: Melancholia states, invariant measures, and phase transitions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Hypercontractivity and spectral gap of symmetric diffusions with applications to the stochastic Ising models
• Infinite dimensional stochastic differential equations and their applications
• Diffusions on an infinite dimensional torus
• Dirichlet forms and analysis on Wiener space
• Statistical physics II. Nonequilibrium statistical mechanics. Rev. transl. of the rev. orig. Jap. ed.
• Dirichlet forms and symmetric Markov processes
• The Einstein relation for the displacement of a test particle in a random environment
• Spectral properties of hypoelliptic operators
• Mathematical theory of nonequilibrium steady states. On the frontier of probability and dynamical systems.
• Mobility and Einstein relation for a tagged particle in asymmetric mean zero random walk with simple exclusion
• Einstein relation for nonequilibrium steady states
• Hypoelliptic second order differential equations
• Stochastic Calculus

This page was built for publication: Markovian perturbation, response and fluctuation dissipation theorem