Stochastic functionals and fluctuation theorem for multikangaroo processes

Phys Rev E Stat Nonlin Soft Matter Phys. 2014 Jun;89(6):062124. doi: 10.1103/PhysRevE.89.062124. Epub 2014 Jun 17.

Abstract

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.

Publication types

  • Research Support, Non-U.S. Gov't

MeSH terms

  • Models, Theoretical*
  • Probability
  • Stochastic Processes*
  • Thermodynamics