Skewness and kurtosis in stochastic thermodynamics

DOI10.1088/1751-8121/AC3B0CMaRDI QIDQ5049463zbMATH OpenOpenAlexFDO

Authors Taylor Wampler, Andre C. Barato

Publication date 11 November 2022

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2110.14540

zbMATH Keywords

first passage timefluctuationsstochastic thermodynamics

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Abstract: The thermodynamic uncertainty relation is a prominent result in stochastic thermodynamics that provides a bound on the fluctuations of any thermodynamic flux, also known as current, in terms of the average rate of entropy production. Such fluctuations are quantified by the second moment of the probability distribution of the current. The role of higher order standardized moments such as skewness and kurtosis remains largely unexplored. We analyze the skewness and kurtosis associated with the first passage time of thermodynamic currents within the framework of stochastic thermodynamics. We develop a method to evaluate higher order standardized moments associated with the first passage time of any current. For systems with a unicyclic network of states, we conjecture upper and lower bounds on skewness and kurtosis associated with entropy production. These bounds depend on the number of states and the thermodynamic force that drives the system out of equilibrium. We show that these bounds for skewness and kurtosis do not hold for multicyclic networks. We discuss the application of our results to infer an underlying network of states.

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Cites work

• A Gallavotti-Cohen-type symmetry in the large deviation functional for stochastic dynamics
• Current fluctuations and transport efficiency for general Langevin systems
• General technique of calculating the drift velocity and diffusion coefficient in arbitrary periodic systems
• Hierarchical bounds on entropy production inferred from partial information

Cited in

(5)

• Unified thermodynamic–kinetic uncertainty relation
• Emergence of heavy-tailed skew distributions from the heat equation
• Extreme value statistics of edge currents in Markov jump processes and their use for entropy production estimation
• Isometric uncertainty relations
• scientific article; zbMATH DE number 1098855 (Why is no real title available?)

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