Displaying similar documents to “A note on a result of Kendall”

Markovian perturbation, response and fluctuation dissipation theorem

Amir Dembo, Jean-Dominique Deuschel (2010)

Annales de l'I.H.P. Probabilités et statistiques

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We consider the Fluctuation Dissipation Theorem (FDT) of statistical physics from a mathematical perspective. We formalize the concept of “linear response function” in the general framework of Markov processes. We show that for processes out of equilibrium it depends not only on the given Markov process () but also on the chosen perturbation of it. We characterize the set of all possible response functions for a given Markov process and show that at equilibrium they all satisfy the FDT....

Markov functions

Joseph Glover (1991)

Annales de l'I.H.P. Probabilités et statistiques

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