Asymptotics of the entropy production rate for \(d\)-dimensional Ornstein-Uhlenbeck processes (Q887091)
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English | Asymptotics of the entropy production rate for \(d\)-dimensional Ornstein-Uhlenbeck processes |
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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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