The Memory Hidden in Response Fluctuations: Trajectory-Level Fluctuation-Response Theory and Inequalities for Non-Markovian Jump Dynamics
Abstract
Modern experiments often record nonequilibrium dynamics as sequences of discrete events whose rates depend on the realized past. We develop a fluctuation-response theory for such non-Markovian jump processes directly on the observed event record. Memory can destroy a closed master equation for the state probabilities. Each transition count nevertheless obeys an exact stochastic equation. After the history-dependent mean event tendency is subtracted, the remaining random increment is a martingale increment--the part of the event that cannot be predicted from the past. Martingale increments associated with different transitions and different times are orthogonal. These increments form a complete orthogonal basis for the random deviation of any observable measured from the record, such as a current, occupation time, or event count. The coefficient of a given increment is the event-consequence kernel. It measures how that event changes the predicted final observable, relative to continuing without the event, for the particular history already realized. Multiplying this kernel by the event intensity gives the history-conditioned response to perturbing the corresponding transition rate. Thus, the intensity-normalized response is exactly the expansion coefficient of that event in the observable fluctuation. This identification yields exact finite-time and finite-frequency fluctuation-response relations. Averaging over histories leaves a nonnegative response-heterogeneity gap. The gap measures how strongly the consequence of the same event varies across histories and tests whether a proposed memory coordinate is response-sufficient. Finite-history versions can be estimated from spontaneous trajectories. Bounding the logarithmic rate sensitivity further gives response-kinetic uncertainty relations controlled by dynamical activity.
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BibTeX
@misc{zheng2026memory,
title = {{The Memory Hidden in Response Fluctuations: Trajectory-Level Fluctuation-Response Theory and Inequalities for Non-Markovian Jump Dynamics}},
author = {Jiming Zheng and Zhiyue Lu},
howpublished = {arXiv},
year = {2026},
month = sep,
doi = {10.48550/arxiv.2608.20328},
eprint = {2608.20328},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2608.20328},
}
RIS
TY - UNPB
TI - The Memory Hidden in Response Fluctuations: Trajectory-Level Fluctuation-Response Theory and Inequalities for Non-Markovian Jump Dynamics
AU - Jiming Zheng
AU - Zhiyue Lu
PY - 2026
DA - 2026/09/09
PB - arXiv
DO - 10.48550/arxiv.2608.20328
UR - https://arxiv.org/abs/2608.20328
AB - Modern experiments often record nonequilibrium dynamics as sequences of discrete events whose rates depend on the realized past. We develop a fluctuation-response theory for such non-Markovian jump processes directly on the observed event record. Memory can destroy a closed master equation for the state probabilities. Each transition count nevertheless obeys an exact stochastic equation. After the history-dependent mean event tendency is subtracted, the remaining random increment is a martingale increment--the part of the event that cannot be predicted from the past. Martingale increments associated with different transitions and different times are orthogonal. These increments form a complete orthogonal basis for the random deviation of any observable measured from the record, such as a current, occupation time, or event count. The coefficient of a given increment is the event-consequence kernel. It measures how that event changes the predicted final observable, relative to continuing without the event, for the particular history already realized. Multiplying this kernel by the event intensity gives the history-conditioned response to perturbing the corresponding transition rate. Thus, the intensity-normalized response is exactly the expansion coefficient of that event in the observable fluctuation. This identification yields exact finite-time and finite-frequency fluctuation-response relations. Averaging over histories leaves a nonnegative response-heterogeneity gap. The gap measures how strongly the consequence of the same event varies across histories and tests whether a proposed memory coordinate is response-sufficient. Finite-history versions can be estimated from spontaneous trajectories. Bounding the logarithmic rate sensitivity further gives response-kinetic uncertainty relations controlled by dynamical activity.
ER -