Séminaire de l'INPHYNI: Raphaël Chétrite

  • Culture scientifique
Publié le 5 septembre 2023 Mis à jour le 6 septembre 2023

le 19 septembre 2023

Café : 15h
Séminaire: 15h15
Institut de Physique de Nice

When the Physicist Mr. Jourdain meets Martin Gale

Seminars of the Institut de Physique de Nice,
new permanent members series


Martingales are perhaps best known as a gambling strategy of repeatedly doubling the stakes of a bet, in the hope that eventually a single win will cover previous losses and return a profit.  In physics, though little known, martingales are also widely used, sometimes just under different pseudonyms and/or in a hidden way.   In my talk, I will start with a historical prelude on the history of the notion of martingales, illustrated by an elementary example of a random walk.  Then I will present recent contributions of martingales to stochastic thermodynamics [1,2], where the notion of fluctuating entropy is strongly linked to martingales and leads to a family of strong Second Laws, and where the breaking of “martingality” turns out to be equivalent to a Maxwell demon.

[1] Chetrite et al., J Stat Phys 2011,  Two Refreshing Views of Fluctuation Theorems Through Kinematics Elements and Exponential Martingale.
[2] Roldan et al., Advance in Physics.  2023,  ''Martingales for Physicists".