Asymptotics of the Entropy Production Rate for d-Dimensional Ornstein–Uhlenbeck Processes
被引:0
|
作者:
Ran Wang
论文数: 0引用数: 0
h-index: 0
机构:University of Science and Technology of China,School of Mathematical Sciences
Ran Wang
论文数: 引用数:
h-index:
机构:
Lihu Xu
机构:
[1] University of Science and Technology of China,School of Mathematical Sciences
[2] University of Macau,Department of Mathematics, Faculty of Science and Technology
来源:
Journal of Statistical Physics
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2015年
/
160卷
关键词:
Functional inequality;
Ornstein–Uhlenbeck process;
Central limit theorem;
Moderate deviation principle;
Law of iterated logarithm;
Entropy production rate;
60F05;
60F10;
60G10;
D O I:
暂无
中图分类号:
学科分类号:
摘要:
In the context of non-equilibrium statistical physics, the entropy production rate is an important concept to describe how far a specific state of a system is from its equilibrium state. In this paper, we establish a central limit theorem and a moderate deviation principle for the entropy production rate of d-dimensional Ornstein–Uhlenbeck processes, by the techniques of functional inequalities such as Poincaré inequality and log-Sobolev inequality. As an application, we obtain a law of iterated logarithm for the entropy production rate.
机构:
Beijing Normal Univ, Lab Math & Complex Syst, Beijing 100875, Peoples R China
Swansea Univ, Dept Math, Singleton Pk, Swansea SA2 8PP, W Glam, WalesBeijing Normal Univ, Lab Math & Complex Syst, Beijing 100875, Peoples R China
Wang, Feng-Yu
Xiong, Jie
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机构:
Univ Macau, Dept Math, Taipa, Macau, Peoples R ChinaBeijing Normal Univ, Lab Math & Complex Syst, Beijing 100875, Peoples R China
Xiong, Jie
Xu, Lihu
论文数: 0引用数: 0
h-index: 0
机构:
Univ Macau, Dept Math, Taipa, Macau, Peoples R ChinaBeijing Normal Univ, Lab Math & Complex Syst, Beijing 100875, Peoples R China