Langevin dynamics in crossed magnetic and electric fields: Hall and diamagnetic fluctuations

Based on the classical Langevin equation, we have revisited the problem of orbital motion of a charged particle in two dimensions for a normal magnetic field crossed with or without an in-plane electric bias. We are led to two interesting fluctuation effects: First, we obtain not only a longitudinal "work-fluctuation" relation as expected for a barotropic type system, but also a transverse work-fluctuation relation perpendicular to the electric bias. This "Hall fluctuation" involves the product of the electric and the magnetic fields. Second, for the case of harmonic confinement without bias, the calculated probability density for the orbital magnetic moment gives nonzero even moments, not derivable as field derivatives of the classical free energy.