Ergodic and quasideterministic properties of finite-dimensional stochastic systems

DOI10.1007/BF01014351zbMath1255.60174MaRDI QIDQ1933849

M. M. Tropper

Publication date: 26 January 2013

Published in: Journal of Statistical Physics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsmixingergodic propertiesfinite stochastic systemMarkovian and non-Markovian processesquasideterministic behaviorquasideterministic stationary states

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Related Items (17)

Return to thermal equilibrium by the solution of a quantum Langevin equation ⋮ LONG-TERM BEHAVIOUR OF LARGE MECHANICAL SYSTEMS WITH RANDOM INITIAL DATA ⋮ Hypocoercivity with Schur complements ⋮ Computing ergodic limits for Langevin equations ⋮ Ergodic properties of infinite-dimensional stochastic systems ⋮ On explicit \(L^2\)-convergence rate estimate for underdamped Langevin dynamics ⋮ Spectral theory of thermal relaxation ⋮ A note on Harris' ergodic theorem, controllability and perturbations of harmonic networks ⋮ On the rate of convergence to equilibrium of the Andersen thermostat in molecular dynamics ⋮ Exponential mixing under controllability conditions for \textsc{sde}s driven by a degenerate Poisson noise ⋮ Gamma calculus beyond Villani and explicit convergence estimates for Langevin dynamics with singular potentials ⋮ Return to equilibrium and stability of dynamics (semigroup dynamics case) ⋮ Ergodic properties of classical dissipative systems. I ⋮ Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models ⋮ Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise. ⋮ Weighted L ²-contractivity of Langevin dynamics with singular potentials ⋮ Ergodicity of randomly perturbed Lorenz model

Cites Work

• Asymptotic convergence of nonlinear contraction semigroups in Hilbert space
• A POWER SERIES EXPANSION OF THE MASTER EQUATION
• Asymptotic theory of mixing stochastic ordinary differential equations
• Statistical Mechanics of Assemblies of Coupled Oscillators
• Stochastic Problems in Physics and Astronomy
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Ergodic and quasideterministic properties of finite-dimensional stochastic systems