Asymptotics of sample entropy production rate for stochastic differential equations

DOI10.1007/s10955-016-1513-0zbMath1342.60092arXiv1510.01881OpenAlexW3099849921MaRDI QIDQ301752

Feng-Yu Wang, Lihu Xu, Jie Xiong

Publication date: 1 July 2016

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

Full work available at URL: https://arxiv.org/abs/1510.01881

zbMATH Keywords

Harnack inequalitystochastic differential equationscentral limit theoremintegration by parts formulamoderate deviation principlelogarithmic iteration lawsample entropy production rate

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Large deviations (60F10) Stochastic integrals (60H05)

Related Items (5)

Moderate deviations for the SSEP with a slow bond ⋮ Moderate deviations of density-dependent Markov chains ⋮ Mathematical foundation of nonequilibrium fluctuation-dissipation theorems for inhomogeneous diffusion processes with unbounded coefficients ⋮ 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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Large deviations of the empirical flow for continuous time Markov chains
• Estimates of logarithmic Sobolev constant: An improvement of Bakry-Emery criterion
• Harnack inequality for SDE with multiplicative noise and extension to Neumann semigroup on nonconvex manifolds
• Harnack inequalities for functional SDEs with multiplicative noise and applications
• Large deviation principle of occupation measures for non-linear monotone SPDEs
• Eulerian and Lagrangian pictures of non-equilibrium diffusions
• Asymptotics of the entropy production rate for \(d\)-dimensional Ornstein-Uhlenbeck processes
• Introduction to the theory of (non-symmetric) Dirichlet forms
• The fluctuation theorem as a Gibbs property
• A Gallavotti-Cohen-type symmetry in the large deviation functional for stochastic dynamics
• Logarithmic Sobolev inequalities and exponential integrability
• Mathematical theory of nonequilibrium steady states. On the frontier of probability and dynamical systems.
• Uniformly integrable operators and large deviations for Markov processes
• Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.
• Moderate deviations of dependent random variables related to CLT
• Large deviation principles for nongradient weakly asymmetric stochastic lattice gases
• Large deviations and Gallavotti-Cohen principle for dissipative PDEs with rough noise
• Integration by parts formula and shift Harnack inequality for stochastic equations
• Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients
• ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS
• Central limit theorems for additive functionals of ergodic Markov diffusions processes
• The large deviation principle and steady-state fluctuation theorem for the entropy production rate of a stochastic process in magnetic fields
• Ergodic properties of a class of non-Markovian processes
• Logarithmic Sobolev Inequalities
• Mathematical formalism for isothermal linear irreversibility
• Harnack Inequalities for Stochastic Partial Differential Equations
• A note on Talagrand's transportation inequality and logarithmic Sobolev inequality
• Stochastic differential equations. An introduction with applications.

This page was built for publication: Asymptotics of sample entropy production rate for stochastic differential equations