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Finite heat reservoir capacity and temperature fluctuations lead to modification of the well known canonical exponential weight factor. Requiring that the corrections least depend on the one-particle energy, we derive a deformed entropy, K(S). The resulting formula contains the Boltzmann-Gibbs, the Renyi and the Tsallis formulas as particular cases. For extreme large fluctuations (compared to the Gaussian case) a new, parameter-free entropy - probability relation emerges. This formula and the corresponding canonical equilibrium distribution are nearly Boltzmannian for high probability, but deviate from the classical result for low probability. In the extreme large fluctuation limit the canonical distribution resembles for low probability the cumulative Gompertz distribution.
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This paper studies Langevin equation with random damping due to multiplicative noise and its solution. Two types of multiplicative noise, namely the dichotomous noise and fractional Gaussian noise are considered. Their solutions are obtained explicitly, with the expressions of the mean and covariance determined explicitly. Properties of the mean and covariance of the Ornstein-Uhlenbeck process with random damping, in particular the asymptotic behavior, are studied. The effect of the multiplicative noise on the stability property of the resulting processes is investigated.
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