Abstract
Assuming that a macrovariable follows a Markovian process, the extensive property of its probability distribution is proved to propagate. This is a generalization of the Gaussian properties of the equilibrium distribution to nonequilibrium nonstationary processes. It is basically a WKB-like asymptotic evaluation in the inverse of the size of the macrosystem. Evolution of the variable along the most probable path and fluctuation properties around the path are considered from a general point of view with an emphasis on the relation of nonlinearity of evolution and the associated fluctuation. Anomalous behavior of the fluctuation is discussed in connection with unstable, critical, or marginal states. A general treatment is given for the asymptotic properties of relaxation eigenmodes.
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Kubo, R., Matsuo, K. & Kitahara, K. Fluctuation and relaxation of macrovariables. J Stat Phys 9, 51–96 (1973). https://doi.org/10.1007/BF01016797
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DOI: https://doi.org/10.1007/BF01016797