2013
DOI: 10.1103/physreve.88.062148
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Full-counting statistics of random transition-rate matrices

Abstract: We study the full counting statistics of current of large open systems through the application of random matrix theory to transition-rate matrices. We develop a method for calculating the ensemble-averaged current-cumulant generating functions based on an expansion in terms of the inverse system size. We investigate how different symmetry properties and different counting schemes affect the results.

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Cited by 2 publications
(3 citation statements)
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“…Costly numerical sampling can be avoided by implementing the toolbox of full-counting statistics [23]. Originally introduced in the context of quantum transport [24], this formalism applies to all master equations, independent of their genesis [25]. Here we demonstrate how it can be used to extract switching statistics directly from transition rates K ± x (Y) and K ± y (Y ).…”
Section: Switching Time Distributions From Full-counting Statisticsmentioning
confidence: 99%
See 1 more Smart Citation
“…Costly numerical sampling can be avoided by implementing the toolbox of full-counting statistics [23]. Originally introduced in the context of quantum transport [24], this formalism applies to all master equations, independent of their genesis [25]. Here we demonstrate how it can be used to extract switching statistics directly from transition rates K ± x (Y) and K ± y (Y ).…”
Section: Switching Time Distributions From Full-counting Statisticsmentioning
confidence: 99%
“…This probability is specific to the initial distribution P entry ≡ {P entry (Y )}, P entry (Y ) := P (1, Y, 0) (the meaning of this notation will be apparent soon). For a chosen initial state, P(t) can be calculated from the state vector P (0) (t) ≡ {P (0) (Y ; t)} (here superscript (0) denotes number of transitions on which the state is conditioned [25]). The evolution of this vector is governed by the master equationṖ…”
Section: Switching Time Distributions From Full-counting Statisticsmentioning
confidence: 99%
“…), then cumulants are the coefficients of log(M (t)) and factorial cumulants are the coefficients of log(M (log(1 + t))). Cumulants have special properties and if some of these properties can be deduced from data, then special stochastic models can be inferred [19]. For example, if conditioned cumulants linearize, then the recorded data can be modeled by using (1.1).…”
Section: Introductionmentioning
confidence: 99%