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We present a stochastic approach to calculate the full statistics of classical voltage fluctuations across an arbitrary, nonlinear, dissipative device embedded in a circuit in the presence of a DC bias. We show how the feedback resulting from the circuit, made of an ohmic resistor and a capacitor, affects the statistics of voltage fluctuations, and in particular resolves Brillouin’s paradox to satisfy thermodynamics: feedback cancels rectification. We apply our very general results to the case of a tunnel junction and a diode.

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