Limit behavior of the invariant measure for Langevin dynamics
DOI10.37190/0208-4147.00020OpenAlexW4293213946MaRDI QIDQ5043621
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Publication date: 6 October 2022
Published in: Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.06808
Ornstein-Uhlenbeck processGaussian distributionLangevin dynamicscouplingWasserstein distanceinvariant distributionperturbations of dynamical systems
Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Perturbations of ordinary differential equations (34D10) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Optimal transportation (49Q22)
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