Asymptotics of the Entropy Production Rate for d-Dimensional Ornstein–Uhlenbeck Processes

被引:0
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作者
Ran Wang
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 | 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;
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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.
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页码:1336 / 1353
页数:17
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