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Condensed Matter > Statistical Mechanics

Title: Moments and First-Passage Time of a Random Process for General Upper Bounds on Fluctuations of Trajectory Observables

Abstract: General upper bounds on fluctuations of trajectory observables were recently obtained. It turned out that the size of fluctuations of dynamical observable is limited from below and from above. For the moment generating function of general upper bounds on the size of fluctuations, the moments (average value and variance) of the size of fluctuations are obtained. A more complex and interesting task is to obtain the first-passage time for process of upper bounds of reaching fluctuations of observables. Characteristic functions, average values and variances of the first-passage time of reaching fluctuations of observables of the trajectory of the Markov chain of positive and negative levels are also obtained. Some general issues of the relationship between the theory of random processes (using the example of the risk theory used) and thermodynamics of trajectories are also considered.
Comments: 27 pages, 6 figures. arXiv admin note: text overlap with arXiv:2306.14664
Subjects: Statistical Mechanics (cond-mat.stat-mech)
Cite as: arXiv:2401.10920 [cond-mat.stat-mech]
  (or arXiv:2401.10920v2 [cond-mat.stat-mech] for this version)

Submission history

From: Vasiliy Ryazanov [view email]
[v1] Mon, 15 Jan 2024 08:26:37 GMT (978kb)
[v2] Thu, 25 Apr 2024 06:51:01 GMT (1128kb)

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