Exploring non-equilibrium statistical ensembles

Non equilibrium statistical mechanics

In part I of these lecture notes, I introduce the basic tools of non equilibrium statistical mechanics: linear response, Brownian motion, Langevin equation, (Pauli) master equation. Part II is devoted to a derivation of quantum master equations from the Schrödinger equation, and to some of their applications to quantum optics and to Brownian motion. Finally, in part III, I examine more recent d...

Kinetic theory of non-hamiltonian statistical ensembles

A nonequilibrium statistical operator method is developed for ensembles of particles obeying non-Hamiltonian equations of motion in classical phase space. The main consequences of non-zero compressibility of phase space are examined in terms of time-dependent dynamic quantities. The generalized transport equations involve the phase-space compressibility in a non-trivial way. Our results are use...

Non-equilibrium statistical mechanics of Minority Games

In this paper I give a brief introduction to a family of simple but nontrivial models designed to increase our understanding of collective processes in markets, the so-called Minority Games, and their non-equilibrium statistical mathematical analysis. Since the most commonly studied members of this family define disordered stochastic processes without detailed balance, the canonical technique f...

Four Lectures on Non-Equilibrium Statistical Physics

Theory for non-equilibrium statistical mechanics.

This paper reviews a new theory for non-equilibrium statistical mechanics. This gives the non-equilibrium analogue of the Boltzmann probability distribution, and the generalization of entropy to dynamic states. It is shown that this so-called second entropy is maximized in the steady state, in contrast to the rate of production of the conventional entropy, which is not an extremum. The relation...