Asymptotics of the entropy production rate for dd-dimensional Ornstein-Uhlenbeck processes

preprint2014arXivOpen access

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 dd-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.

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