Journal article 990 views
Asymptotics of Sample Entropy Production Rate for Stochastic Differential Equations
,
Jie Xiong,
Lihu Xu
Journal of Statistical Physics, Volume: 163, Issue: 5, Pages: 1211 - 1234
Swansea University Author:
Feng-yu Wang
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DOI (Published version): 10.1007/s10955-016-1513-0
Abstract
Using the dimension-free Harnack inequality and the integration by parts formulafor the associated diffusion semigroup, we prove the central limit theorem, the moderatedeviation principle, and the logarithmic iteration law for the sample entropy production rateof a family of stochastic differential...
| Published in: | Journal of Statistical Physics |
|---|---|
| ISSN: | 0022-4715 1572-9613 |
| Published: |
2016
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| Online Access: |
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa28389 |
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| Abstract: |
Using the dimension-free Harnack inequality and the integration by parts formulafor the associated diffusion semigroup, we prove the central limit theorem, the moderatedeviation principle, and the logarithmic iteration law for the sample entropy production rateof a family of stochastic differential equations. |
|---|---|
| College: |
Faculty of Science and Engineering |
| Issue: |
5 |
| Start Page: |
1211 |
| End Page: |
1234 |