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
Asymptotics of the entropy production rate for \(d\)-dimensional Ornstein-Uhlenbeck processes
Abstract: In the context of non-equilibrium statistical physics, the entropy production rate is an important concept to describe how far a specific state of a system is from its equilibrium state. In this paper, we establish a central limit theorem and a moderate deviation principle for the entropy production rate of -dimensional Ornstein-Uhlenbeck processes, by the techniques of functional inequalities such as Poincar'e inequality and log-Sobolev inequality. As an application, we obtain a law of iterated logarithm for the entropy production rate.
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Cited in
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- The large deviation principle and steady-state fluctuation theorem for the entropy production rate of a stochastic process in magnetic fields
- 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
- Large deviations of the entropy production rate for a class of Gaussian processes
- Characterising the nonequilibrium stationary states of Ornstein-Uhlenbeck processes
- Non-equilibrium of a general stochastic system of coupled oscillators: entropy production rate and rotation numbers
- Large deviations for quadratic functionals of stable Gauss–Markov chains and entropy production
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