Asymptotics of the entropy production rate for \(d\)-dimensional Ornstein-Uhlenbeck processes

DOI10.1007/s10955-015-1295-9zbMath1329.60048arXiv1412.3545OpenAlexW3101246518MaRDI QIDQ887091

Lihu Xu, Ran Wang

Publication date: 28 October 2015

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

Full work available at URL: https://arxiv.org/abs/1412.3545

zbMATH Keywords

Ornstein-Uhlenbeck processcentral limit theoremlaw of iterated logarithmentropy production ratefunctional inequalitymoderate deviations principle

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Strong limit theorems (60F15) Diffusion processes (60J60) Large deviations (60F10) Limit theorems in probability theory (60F99)

Related Items (6)

Large deviations for quadratic functionals of stable Gauss–Markov chains and entropy production ⋮ Asymptotics of sample entropy production rate for stochastic differential equations ⋮ The large deviation principle and steady-state fluctuation theorem for the entropy production rate of a stochastic process in magnetic fields ⋮ The law of the iterated logarithm for a class of SPDEs ⋮ Cramér-type moderate deviations for the likelihood ratio process of Ornstein–Uhlenbeck process with shift ⋮ Large deviations of the entropy production rate for a class of Gaussian processes

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