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arXiv:2508.18614 · PRX Quantum

Full Counting Statistics and First-Passage Times in Quantum Markovian Processes: Ensemble Relations, Metastability, and Fluctuation Theorems

Paul Menczel, Christian Flindt, Fredrik Brange, Franco Nori, Clemens Gneiting

Published Nov 21, 2025• 3 citations
arXivHTMLPDF

Abstract

We develop a comprehensive framework for characterizing fluctuations in quantum transport and nonequilibrium thermodynamics using two complementary approaches: full counting statistics and first-passage times. Focusing on open quantum systems governed by Markovian Lindblad dynamics, we derive general ensemble relations that connect the two approaches at all times, and we clarify how the steady states reached at long times relate to those reached at large jump counts. In regimes of metastability, long-lived intermediate states cause violations of experimentally testable cumulant relations, as we discuss. We also formulate a fluctuation theorem governing the probability of rare fluctuations in the first-passage time distributions based on results from full counting statistics. Our results apply to general integer-valued trajectory observables that do not necessarily increase monotonically in time. Three illustrative applications, a two-state emitter, a driven qubit, and a variant of the Su-Schrieffer-Heeger model, highlight the physical implications of our results and provide guidelines for practical calculations. Our framework provides a complete picture of first-passage time statistics in Markovian quantum systems, encompassing multiple earlier results, and it has direct implications for current experiments in quantum optics, superconducting circuits, and nanoscale heat engines.

DOI
10.1103/4hc1-l8w4

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•Jan 1, 2013•0 citations
We develop a comprehensive framework for characterizing fluctuations in quantum transport and nonequilibrium thermodynamics using two complementary approaches: full counting statistics and first-passage times. Focusing on open quantum systems governed by Markovian Lindblad dynamics, we derive general ensemble relations that connect the two approaches at all times, and we clarify how the steady states reached at long times relate to those reached at large jump counts. In regimes of metastability, long-lived intermediate states cause violations of experimentally testable cumulant relations, as we discuss. We also formulate a fluctuation theorem governing the probability of rare fluctuations in the first-passage time distributions based on results from full counting statistics. Our results apply to general integer-valued trajectory observables that do not necessarily increase monotonically in time. Three illustrative applications, a two-state emitter, a driven qubit, and a variant of the Su-Schrieffer-Heeger model, highlight the physical implications of our results and provide guidelines for practical calculations. Our framework provides a complete picture of first-passage time statistics in Markovian quantum systems, encompassing multiple earlier results, and it has direct implications for current experiments in quantum optics, superconducting circuits, and nanoscale heat engines.
Nonequilibrium transport properties of quantum systems have recently become experimentally accessible in a number of platforms in so-called full-counting experiments that measure transient and steady-state nonequilibrium transport dynamics. We show that the effect of the measurement back-action can be exploited to establish general relationships between transport coefficients in the transient regime which take the form of fluctuation-dissipation theorems in the steady state. This result becomes most conspicuous in the transient dynamics of open quantum systems under strong-coupling to non-Markovian environments in nonequilibrium settings. In order to explore this regime, a new simulation method based in a hierarchy of equations of motion has been developed. We instantiate our proposal with the study of energetic conductance between two baths connected via a few level system.
In a specific class of open quantum systems with finite and fixed numbers of collapsed quantum states, the semi-Markov process method is used to calculate the large deviations of the first passage time statistics. The core formula is an equation of poles, which is also applied in determining the scaled generating functions (SCGFs) of the counting statistics. For simple counting variables, the SCGFs of the first passage time statistics are derived by finding the largest modulus of the roots of this equation with respect to the z-transform parameter and then calculating its logarithm. The procedure is analogous to that of solving for the SCGFs of the counting statistics. However, for current-like variables, the method generally fails unless the equation of pole is simplified to a quadratic form. The fundamental reason for this lies in the nonuniqueness between the roots and the region of convergence for the joint transform. We illustrate these results via a resonantly driven two-level quantum system, where for several counting variables the solutions to the SCGFs of the first passage time are analytically obtained. Furthermore, we apply these functions to investigate quantum violations of the classical kinetic and thermodynamic uncertainty relations.
We formulate the general approach based on the Lindblad equation to calculate the full counting statistics of work and heat produced by driven quantum systems weakly coupled with a Markovian thermal bath. The approach can be applied to a wide class of dissipative quantum systems driven by an arbitrary force protocol. We show the validity of general fluctuation relations and consider several generic examples. The possibilities of using calorimetric measurements to test the presence of coherence and entanglement in the open quantum systems are discussed.
The large-deviation method can be used to study the measurement trajectories of open quantum systems. For optical arrangements this formalism allows to describe the long time properties of the (nonequilibrium) photon counting statistics in the context of a (equilibrium) thermodynamic approach defined in terms of dynamical phases and transitions between them in the trajectory space [J. P. Garrahan and I. Lesanovsky, Phys. Rev. Lett. 104, 160601 (2010)]. In this paper, we study the thermodynamic approach for fluorescent systems coupled to complex reservoirs that induce stochastic fluctuations in their dynamical parameters. In a fast modulation limit the thermodynamics corresponds to that of a Markovian two-level system. In a slow modulation limit, the thermodynamic properties are equivalent to those of a finite system that in an infinite-size limit is characterized by a first-order transition. The dynamical phases correspond to different intensity regimes, while the size of the system is measured by the transition rate of the bath fluctuations. As a function of a dimensionless intensive variable, the first and second derivatives of the thermodynamic potential develop an abrupt change and a narrow peak, respectively. Their scaling properties are consistent with a double-Gaussian probability distribution of the associated extensive variable.
We investigate the trajectory-level stochastic dynamics of a double quantum dot system using the formalism of stochastic excursions. An excursion is a sub-trajectory that begins when the system leaves a chosen reference state (or more generally, a set of states)---here, the empty double dot---and ends upon its first return to it. Filtering trajectories into excursions extends full counting statistics and gives access to the correlations between thermodynamic currents and excursion durations. The main objects of study are counting observables, defined as weighted sums of transition counts within a single excursion. For three main counting observables---charge current, dynamical activity, and entropy production---we compute averages and noise contributions and show how they provide insights into the operation of the double quantum dot system. At the trajectory level, we analyze outcome distributions for transport and connect the results with trade-offs between successful and unsuccessful events that shape the overall performance of the double quantum dot as a transport device. We then discuss the populations of the two dots, as well as their correlations. Finally, we illustrate how the framework provides insights into the thermodynamics of precision through the Fano factor and thermo-kinetic uncertainty relations, where different regimes are fundamentally constrained either by entropy production or by dynamical activity. Altogether, our work is a case study that highlights the utility of the excursion framework as a toolkit to analyze many quantities of interest and to uncover the structure of nonequilibrium fluctuations. Moreover, it also suggests new avenues for refining uncertainty relations and understanding transport in mesoscopic systems.
We explore some aspects of nonequilibrium statistical mechanics of classical and quantum systems. Two chapters are devoted to fluctuation theorems which were originally derived for classical systems. The main challenge in formulating them in quantum mechanics is the fact that fundamental quantities of interest, like work, are defined via the classical concept of a phase space trajectory. We utilize the decoherent histories conceptual framework, in which classical trajectories emerge in quantum mechanics as a result of coarse graining, and provide a first-principles analysis of the nonequilibrium work relation of Jarzynski and Crooks's fluctuation theorem for a quantum system interacting with a general environment based on the quantum Brownian motion (QBM) model. We indicate a parameter range at low temperatures where the theorems might fail in their original form. Fluctuation theorems of Jarzynski and Crooks for systems obeying classical Hamiltonian dynamics are derived under the assumption that the initial conditions are sampled from a canonical ensemble, even though the equilibrium state of an isolated system is typically associated with the microcanonical ensemble. We address this issue through an exact analysis of the classical Brownian motion model. We argue that a stronger form of ensemble equivalence than usually discussed in equilibrium statistical mechanics is required for these theorems to hold in the infinite environment limit irrespective of the ensemble used, and proceed to prove it for this model. An exact expression for the probability distribution of work is obtained for finite environments. Intuitively one expects a system to relax to an equilibrium state when brought into contact with a thermal environment. Yet it is important to have rigorous results that provide conditions for equilibration and characterize the equilibrium state. We consider the dynamics of open quantum systems using the Langevin and master equations and rigorously show that under fairly general conditions quantum systems interacting with a heat bath relax to the equilibrium state defined as the reduced thermal state of the system plus environment, even in the strong coupling regime. Our proof is valid to second-order in interaction strength for general systems and exact for the linear QBM model, for which we also show the equivalence of multi-time correlations. In the final chapter we give a sampling of our investigations into macroscopic quantum phenomena. We work out in detail a specific example of how and under what conditions the center of mass (CoM) coordinate of a macroscopic object emerges as the relevant degree of freedom. Interaction patterns are studied in terms of the couplings they induce between the CoM and relative coordinates of two macroscopic objects. We discuss the implications of these interaction patterns on macroscopic entanglement.