I'm not in the same area as you are, so I couldn't speak for students in theoretical physics. However, generally speaking, a publication doesn't make or break a graduate application. They are definitely a plus, but I don't believe any department would simply reject a student because they have no publications.
If you wanted to find out if graduate students in your area had journal articles published during their undergraduate, you can browse the websites for the related departments of schools you are interested in. Almost all of them have lists of their graduate students, some of which may have uploaded their resumes. You can check the dates on their publications.
Although I said publications don't make or break an application, previous work including internships, projects, research with an advisor in a related area is definitely a must. You are required to show that your interests led you to pursue further work in your fields of interest. This doesn't even have to be the same field that you are applying to graduate school for. But you are required to demonstrate that you are willing to put in the time and effort to go above and beyond in what you like to do.