Limit behavior of the invariant measure for Langevin dynamics

DOI10.37190/0208-4147.00020OpenAlexW4293213946MaRDI QIDQ5043621FDOQ5043621

Author name not available (Why is that?)

Publication date: 6 October 2022

Published in: Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.06808

zbMATH Keywords

Ornstein-Uhlenbeck processWasserstein distanceGaussian distributioncouplingLangevin dynamicsinvariant distributionperturbations of dynamical systems

Mathematics Subject Classification ID

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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Cited In (2)

• On the zero-temperature or vanishing viscosity limit for certain Markov processes arising from Lagrangian dynamics
• Thermodynamic limit for the invariant measures in supercritical zero range processes

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