This article sets up a new formalism to investigate stochastic thermodynamics
in the quantum regime, where stochasticity and irreversibility primarily come
from quantum measurement. In the absence of any bath, we define a purely
quantum component to heat exchange, that corresponds to energy fluctuations
caused by measurement back-action. Energetic and entropic signatures of
measurement induced irreversibility are then investigated for canonical
experiments of quantum optics, and the energetic cost of counter-acting
decoherence is characterized on a simple state-stabilizing protocol. By placing
quantum measurement in a central position, our formalism contributes to bridge
a gap between experimental quantum optics and quantum thermodynamics
Abstract. We show that generalised extreme value statistics -the statistics of the k th largest value among a large set of random variables-can be mapped onto a problem of random sums. This allows us to identify classes of non-identical and (generally) correlated random variables with a sum distributed according to one of the three (k-dependent) asymptotic distributions of extreme value statistics, namely the Gumbel, Fréchet and Weibull distributions. These classes, as well as the limit distributions, are naturally extended to real values of k, thus providing a clear interpretation to the onset of Gumbel distributions with non-integer index k in the statistics of global observables. This is one of the very few known generalisations of the central limit theorem to non-independent random variables. Finally, in the context of a simple physical model, we relate the index k to the ratio of the correlation length to the system size, which remains finite in strongly correlated systems.
Fluctuations of global additive quantities, like total energy or magnetization for instance, can in principle be described by statistics of sums of (possibly correlated) random variables. Yet, it turns out that extreme values (the largest value among a set of random variables) may also play a role in the statistics of global quantities, in a direct or indirect way. This review discusses different connections that may appear between problems of sums and of extreme values of random variables, and emphasizes physical situations in which such connections are relevant. Along this line of thought, standard convergence theorems for sums and extreme values of independent and identically distributed random variables are recalled, and some rigorous results as well as more heuristic reasonings are presented for correlated or non-identically distributed random variables. More specifically, the role of extreme values within sums of broadly distributed variables is addressed, and a general mapping between extreme values and sums is presented, allowing us to identify a class of correlated random variables whose sum follows (generalized) extreme value distributions. Possible applications of this specific class of random variables are illustrated on the example of two simple physical models. A few extensions to other related classes of random variables sharing similar qualitative properties are also briefly discussed, in connection with the so-called BHP distribution.
Order parameter fluctuations for the two dimensional Ising model in the region of the critical temperature are presented. A locus of temperatures T * (L) and of magnetic fields B * (L) are identified, for which the probability density function is similar to that for the 2D-XY model in the spin wave approximation. The characteristics of the fluctuations along these points are largely independent of universality class. We show that the largest range of fluctuations relative to the variance of the distribution occurs along these loci of points, rather than at the critical temperature itself and we discuss this observation in terms of intermittency. Our motivation is the identification of a generic form for fluctuations in correlated systems in accordance with recent experimental and numerical observations. We conclude that a universality class dependent form for the fluctuations is a particularity of critical phenomena related to the change in symmetry at a phase transition.
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