Martingale theory for housekeeping heat

TL;DR

This paper applies martingale theory to analyze fluctuations of housekeeping heat in nonequilibrium mesoscopic systems, deriving universal statistical relations and validating them through numerical simulations.

Contribution

It introduces a martingale framework for the exponentiated housekeeping heat in Markovian nonequilibrium processes, providing new universal equalities and inequalities.

Findings

Exponentiated housekeeping heat is a martingale process.

Universal relations for stopping-times and suprema of heat fluctuations.

Numerical validation with Langevin dynamics simulations.

Abstract

The housekeeping heat is the energy exchanged between a system and its environment in a nonequilibrium process that results from the violation of detailed balance. We describe fluctuations of the housekeeping heat in mesoscopic systems using the theory of martingales, a mathematical framework widely used in probability theory and finance. We show that the exponentiated housekeeping heat (in units of $k_{\rm B}T$, with $k_{\rm B}$ the Boltzmann constant and $T$ the temperature) of a Markovian nonequilibrium process under arbitrary time-dependent driving is a martingale process. From this result, we derive universal equalities and inequalities for the statistics of stopping-times and suprema of the housekeeping heat. We test our results with numerical simulations of a system driven out of equilibrium and described by Langevin dynamics.