Two refreshing views of fluctuation theorems through kinematics elements and exponential martingale

DOI10.1007/S10955-011-0184-0zbMATH Open1222.82054OpenAlexW2016985966MaRDI 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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zbMATH Keywords

martingalesfluctuation relationsfluctuation-dissipation theoremsnon-equilibrium Markov process

Mathematics Subject Classification ID

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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Cited In (21)

• Fluctuation theorem as a special case of Girsanov theorem
• Mathematical foundation of nonequilibrium fluctuation-dissipation theorems for inhomogeneous diffusion processes with unbounded coefficients
• Markovian perturbation, response and fluctuation dissipation theorem
• On extremals of the entropy production by ``Langevin-Kramers dynamics
• Gibbs distribution from sequentially predictive form of the second law
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