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Asymptotics of Sample Entropy Production Rate for Stochastic Differential Equations

Feng-yu Wang Orcid Logo, Jie Xiong, Lihu Xu

Journal of Statistical Physics, Volume: 163, Issue: 5, Pages: 1211 - 1234

Swansea University Author: Feng-yu Wang Orcid Logo

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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...

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Published in: Journal of Statistical Physics
ISSN: 0022-4715 1572-9613
Published: 2016
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URI: https://cronfa.swan.ac.uk/Record/cronfa28389
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first_indexed 2016-05-30T12:15:48Z
last_indexed 2018-02-09T05:12:27Z
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spelling 2016-12-23T12:52:43.7934518 v2 28389 2016-05-30 Asymptotics of Sample Entropy Production Rate for Stochastic Differential Equations 6734caa6d9a388bd3bd8eb0a1131d0de 0000-0003-0950-1672 Feng-yu Wang Feng-yu Wang true false 2016-05-30 SMA 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. Journal Article Journal of Statistical Physics 163 5 1211 1234 0022-4715 1572-9613 31 12 2016 2016-12-31 10.1007/s10955-016-1513-0 COLLEGE NANME Mathematics COLLEGE CODE SMA Swansea University 2016-12-23T12:52:43.7934518 2016-05-30T04:40:06.0266640 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Feng-yu Wang 0000-0003-0950-1672 1 Jie Xiong 2 Lihu Xu 3
title Asymptotics of Sample Entropy Production Rate for Stochastic Differential Equations
spellingShingle Asymptotics of Sample Entropy Production Rate for Stochastic Differential Equations
Feng-yu Wang
title_short Asymptotics of Sample Entropy Production Rate for Stochastic Differential Equations
title_full Asymptotics of Sample Entropy Production Rate for Stochastic Differential Equations
title_fullStr Asymptotics of Sample Entropy Production Rate for Stochastic Differential Equations
title_full_unstemmed Asymptotics of Sample Entropy Production Rate for Stochastic Differential Equations
title_sort Asymptotics of Sample Entropy Production Rate for Stochastic Differential Equations
author_id_str_mv 6734caa6d9a388bd3bd8eb0a1131d0de
author_id_fullname_str_mv 6734caa6d9a388bd3bd8eb0a1131d0de_***_Feng-yu Wang
author Feng-yu Wang
author2 Feng-yu Wang
Jie Xiong
Lihu Xu
format Journal article
container_title Journal of Statistical Physics
container_volume 163
container_issue 5
container_start_page 1211
publishDate 2016
institution Swansea University
issn 0022-4715
1572-9613
doi_str_mv 10.1007/s10955-016-1513-0
college_str Faculty of Science and Engineering
hierarchytype
hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
document_store_str 0
active_str 0
description 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.
published_date 2016-12-31T03:34:31Z
_version_ 1763751463488585728
score 11.037144

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