Time scales and exponential trend to equilibrium: Gaussian model problems

DOI10.1007/978-3-030-15096-9_12zbMath1442.82024OpenAlexW2912585314MaRDI QIDQ2181469

Carsten Hartmann, Lara Neureither

Publication date: 19 May 2020

Full work available at URL: https://doi.org/10.1007/978-3-030-15096-9_12

zbMATH Keywords

relative entropylarge deviationsexponential convergencesmall noise asymptoticsmultidimensional Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Optimal stochastic control (93E20) Numerical analysis or methods applied to Markov chains (65C40) Diffusion processes (60J60) Large deviations (60F10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Existence of optimal solutions to problems involving randomness (49J55) Fokker-Planck equations (35Q84)

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