Exponential decay or correlation for the stochastic process associated to the entropy penalized method (Q2390109)

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    Exponential decay or correlation for the stochastic process associated to the entropy penalized method
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      Exponential decay or correlation for the stochastic process associated to the entropy penalized method (English)
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      20 July 2009
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      Let \(T^n\) be the \(n\)-dimensional torus. The authors consider the Lagrangian \(L(x,v)\: T^n\times \mathbb{R}^N\to \mathbb{R}\) of the form \[ L(x,v) = \frac12| v| ^2 - U(x) + \{ P,v\}, \] where \(U\in C^1(T^n)\) and \(P\in \mathbb{R}^n\) is constant. The paper deals with the discrete time Aubry--Mather problem and the entropy penalized Mather method which provides a way to obtain approximations by continuous densities of the Aubry--Mather measure.
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      stationary sochastic process
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      exponential decay
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