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Asymptotics of the Entropy Production Rate for d-Dimensional Ornstein–Uhlenbeck Processes
Wang,Ran1; Xu,Lihu2
Source PublicationJournal of Statistical Physics

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 d-dimensional Ornstein–Uhlenbeck processes, by the techniques of functional inequalities such as Poincaré inequality and log-Sobolev inequality. As an application, we obtain a law of iterated logarithm for the entropy production rate.

KeywordCentral Limit Theorem Entropy Production Rate Functional Inequality Law Of Iterated Logarithm Moderate Deviation Principle Ornstein–uhlenbeck Process
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Indexed BySCI
WOS Research AreaPhysics
WOS SubjectPhysics, Mathematical
WOS IDWOS:000358744100010
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Cited Times [WOS]:4   [WOS Record]     [Related Records in WOS]
Document TypeJournal article
Corresponding AuthorXu,Lihu
Affiliation1.School of Mathematical Sciences, University of Science and Technology of China,Hefei,China
2.Department of Mathematics, University of Macau,Taipa,Macao
Corresponding Author AffilicationUniversity of Macau
Recommended Citation
GB/T 7714
Wang,Ran,Xu,Lihu. Asymptotics of the Entropy Production Rate for d-Dimensional Ornstein–Uhlenbeck Processes[J]. Journal of Statistical Physics,2015,160(5):1336-1353.
APA Wang,Ran,&Xu,Lihu.(2015).Asymptotics of the Entropy Production Rate for d-Dimensional Ornstein–Uhlenbeck Processes.Journal of Statistical Physics,160(5),1336-1353.
MLA Wang,Ran,et al."Asymptotics of the Entropy Production Rate for d-Dimensional Ornstein–Uhlenbeck Processes".Journal of Statistical Physics 160.5(2015):1336-1353.
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