Full article: Martingales for physicists: a treatise on stochastic thermodynamics and beyond
Skip to Main Content Taylor and Francis Online homepage Browse Search Publish Login …

Events in mesoscopic systems often take place at first-passage times, as is for instance the
case for a colloidal particle that escapes a metastable state. An interesting question is how …

We consider an autonomous implementation of Maxwell's demon in a quantum dot
architecture acting on a system without changing its number of particles or its energy. As in …

We study heat rectification through quantum dots in the Coulomb blockade regime using a
master equation approach. We consider both cases of two-terminal and four-terminal …

We experimentally realize protocols that allow us to extract work beyond the free energy
difference from a single-electron transistor at the single thermodynamic trajectory level. With …

The infimum of an integrated current is its extreme value against the direction of its average
flow. Using martingale theory, we show that the infima of integrated edge currents in time …

In scenarios coined Maxwell's demon, information on microscopic degrees of freedom is
used to seemingly violate the second law of thermodynamics. This has been studied in the …

A stopping time T is the first time when a trajectory of a stochastic process satisfies a specific
criterion. In this paper, we use martingale theory to derive the integral fluctuation relation for …

Extreme value functionals of stochastic processes are inverse functionals of the first passage
time—a connection that renders their probability distribution functions equivalent. Here, we …

Controlled generation and detection of quantum entanglement between spatially separated
particles constitute an essential prerequisite both for testing the foundations of quantum …