Limit behavior of the invariant measure for Langevin dynamics
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Publication:5043621
Ornstein-Uhlenbeck processWasserstein distanceGaussian distributioncouplingLangevin dynamicsinvariant distributionperturbations of dynamical systems
Optimal transportation (49Q22) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Perturbations of ordinary differential equations (34D10) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)
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- A weak overdamped limit theorem for Langevin processes
- Ergodicity and Lyapunov functions for Langevin dynamics with singular potentials
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- scientific article; zbMATH DE number 3889718 (Why is no real title available?)
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Cited in
(5)- Overdamped limit at stationarity for non-equilibrium Langevin diffusions
- Thermodynamic limit for the invariant measures in supercritical zero range processes
- A weak overdamped limit theorem for Langevin processes
- On the zero-temperature or vanishing viscosity limit for certain Markov processes arising from Lagrangian dynamics
- Hypoelliptic multiscale Langevin diffusions: large deviations, invariant measures and small mass asymptotics
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