Two refreshing views of fluctuation theorems through kinematics elements and exponential martingale
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Publication:548107
DOI10.1007/S10955-011-0184-0zbMATH Open1222.82054arXiv1009.0707OpenAlexW2016985966MaRDI QIDQ548107FDOQ548107
Authors: R. Chetrite, Shamik Gupta 
Publication date: 28 June 2011
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Abstract: In the context of Markov evolution, we present two original approaches to obtain Generalized Fluctuation-Dissipation Theorems (GFDT), by using the language of stochastic derivatives and by using a family of exponential martingales functionals. We show that GFDT are perturbative versions of relations verified by these exponential martingales. Along the way, we prove GFDT and Fluctuation Relations (FR) for general Markov processes, beyond the usual proof for diffusion and pure jump processes. Finally, we relate the FR to a family of backward and forward exponential martingales.
Full work available at URL: https://arxiv.org/abs/1009.0707
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Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)
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