Asymptotics of the entropy production rate for \(d\)-dimensional Ornstein-Uhlenbeck processes (Q887091)
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scientific article; zbMATH DE number 6499426
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| English | Asymptotics of the entropy production rate for \(d\)-dimensional Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 6499426 |
Statements
Asymptotics of the entropy production rate for \(d\)-dimensional Ornstein-Uhlenbeck processes (English)
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28 October 2015
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Ornstein-Uhlenbeck process
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central limit theorem
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moderate deviations principle
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law of iterated logarithm
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entropy production rate
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functional inequality
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0.7384189367294312
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0.7141686677932739
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0.7132240533828735
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0.7096222043037415
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0.6937394142150879
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