2014/01/31 by C. Van den Broeck, Raúl Toral, R. Toral
Mathematics · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #Applied mathematics #Continuous-time stochastic process #Entropy (arrow of time) #Fluctuation theorem #Large deviations theory #Markov chain #Markov process #Mathematics #Non-equilibrium thermodynamics #Physics #Statistical Mechanics and Entropy #Statistical physics #Statistics #Stochastic differential equation #Stochastic process #Thermodynamics #cond-mat.stat-mech #stochastic dynamics and bifurcation
paper · pdf · doi:10.1103/physreve.89.062124
published as Phys. Rev. E 89, 062124 (2014) · 2nd, longer version
arxiv created 2014/04/15 · openalex publication_date 2014/06/17 · arxiv updated 2014/06/25 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/05
We introduce multikangaroo Markov processes and provide a general procedure for evaluating a certain type of stochastic functional. We calculate analytically the large deviation properties. We apply our results to zero-crossing statistics and to stochastic thermodynamics, including the derivation of the fluctuation theorem and the large deviation properties for the stochastic entropy production in a typical solid state device.