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Asymptotics of the entropy production rate for $d$-dimensional Ornstein-Uhlenbeck processes (1412.3545v1)

Published 11 Dec 2014 in math.PR

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 $d$-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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