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Reaction-rate theory: fifty years after Kramers
The calculation of rate coefficients is a discipline of nonlinear science of importance to much of physics, chemistry, engineering, and biology. Fifty years after Kramers' seminal paper on thermallyExpand
Spectra and correlations of climate data from days to decades
The correlations of several daily surface meteorological parameters such as maximum, minimum, and mean temperature, diurnal temperature range, pressure, precipitation, and relative air humidity areExpand
Fluctuation theorems: work is not an observable.
The characteristic function of the work performed by an external time-dependent force on a Hamiltonian quantum system is identified with the time-ordered correlation function of the exponentiatedExpand
Colloquium: Quantum fluctuation relations: Foundations and applications
Two fundamental ingredients play a decisive role in the foundation of fluctuation relations: the principle of microreversibility and the fact that thermal equilibrium is described by the GibbsExpand
Bistable systems: Master equation versus Fokker-Planck modeling
Relaxation and fluctuations of nonlinear macroscopic systems, which are frequently described by means of Fokker-Planck or Langevin equations, are studied on the basis of a master equation. TheExpand
Turbulent cascades in foreign exchange markets
THE availability of high-frequency data for financial markets has made it possible to study market dynamics on timescales of less than a day1. For foreign exchange (FX) rates Müller et al.2 haveExpand
The failure of the quantum regression hypothesis
Abstract The Markovian description of open quantum systems, which conventionally is defined by the quantum regression hypothesis, is investigated. We show that for a system staying in thermalExpand
Absolute negative mobility induced by thermal equilibrium fluctuations.
A novel transport phenomenon is identified that is induced by inertial Brownian particles which move in simple one-dimensional, symmetric periodic potentials under the influence of both a timeExpand
First passage time statistics of Brownian motion with purely time dependent drift and diffusion
Systems where resource availability approaches a critical threshold are common to many engineering and scientific applications and often necessitate the estimation of first passage time statistics ofExpand
Open system trajectories specify fluctuating work but not heat.
It is demonstrated that under the assumption that the Hamiltonian of mean force is known, an extension of thermodynamic structures from the level of averaged quantities to fluctuating objects (i.e., a stochastic thermodynamics) is possible, but such a construction undesirably involves a vast ambiguity. Expand