Asymptotics of the entropy production rate for $d$-dimensional Ornstein-Uhlenbeck processes
Probability
2015-09-02 v1
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.
Keywords
Cite
@article{arxiv.1412.3545,
title = {Asymptotics of the entropy production rate for $d$-dimensional Ornstein-Uhlenbeck processes},
author = {Ran Wang and Lihu Xu},
journal= {arXiv preprint arXiv:1412.3545},
year = {2015}
}