The fractional Fisher information and the central limit theorem for stable laws

A new information-theoretic approach to the central limit theorem for stable laws is presented. The main novelty is the concept of relative fractional Fisher information, which shares most of the properties of the classical one, included Blachman-Stam type inequalities. These inequalities relate the fractional Fisher information of the sum of $n$ independent random variables to the information contained in sums over subsets containing $n-1$ of the random variables. As a consequence, a simple proof of the monotonicity of the relative fractional Fisher information in central limit theorems for stable law is obtained, together with an explicit decay rate

Stochastic processes via the pathway model

After collecting data from observations or experiments, the next step is to build an appropriate mathematical or stochastic model to describe the data so that further studies can be done with the help of the models. In this article, the input-output type mechanism is considered first, where reaction, diffusion, reaction-diffusion, and production-destruction type physical situations can fit in. Then techniques are described to produce thicker or thinner tails (power law behavior) in stochastic models. Then the pathway idea is described where one can switch to different functional forms of the probability density function) through a parameter called the pathway parameter.Comment: 15 pages, 7 figures, LaTe

Heat and work distributions for mixed Gauss-Cauchy process

We analyze energetics of a non-Gaussian process described by a stochastic differential equation of the Langevin type. The process represents a paradigmatic model of a nonequilibrium system subject to thermal fluctuations and additional external noise, with both sources of perturbations considered as additive and statistically independent forcings. We define thermodynamic quantities for trajectories of the process and analyze contributions to mechanical work and heat. As a working example we consider a particle subjected to a drag force and two independent Levy white noises with stability indices $\alpha=2$ and $\alpha=1$. The fluctuations of dissipated energy (heat) and distribution of work performed by the force acting on the system are addressed by examining contributions of Cauchy fluctuations to either bath or external force acting on the system

Mesoscopic non-equilibrium thermodynamics approach to non-Debye dielectric relaxation

Mesoscopic non-equilibrium thermodynamics is used to formulate a model describing non-homogeneous and non-Debye dielectric relaxation. The model is presented in terms of a Fokker-Planck equation for the probability distribution of non-interacting polar molecules in contact with a heat bath and in the presence of an external time-dependent electric field. Memory effects are introduced in the Fokker-Planck description through integral relations containing memory kernels, which in turn are used to establish a connection with fractional Fokker-Planck descriptions. The model is developed in terms of the evolution equations for the first two moments of the distribution function. These equations are solved by following a perturbative method from which the expressions for the complex susceptibilities are obtained as a functions of the frequency and the wave number. Different memory kernels are considered and used to compare with experiments of dielectric relaxation in glassy systems. For the case of Cole-Cole relaxation, we infer the distribution of relaxation times and its relation with an effective distribution of dipolar moments that can be attributed to different segmental motions of the polymer chains in a melt.Comment: 33 pages, 6 figure

Exponential Convergence Towards Stationary States for the 1D Porous Medium Equation with Fractional Pressure

We analyse the asymptotic behaviour of solutions to the one dimensional fractional version of the porous medium equation introduced by Caffarelli and V\'azquez, where the pressure is obtained as a Riesz potential associated to the density. We take advantage of the displacement convexity of the Riesz potential in one dimension to show a functional inequality involving the entropy, entropy dissipation, and the Euclidean transport distance. An argument by approximation shows that this functional inequality is enough to deduce the exponential convergence of solutions in self-similar variables to the unique steady states