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arxiv: 1412.3545 · v1 · pith:S32QNP6Enew · submitted 2014-12-11 · 🧮 math.PR

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

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keywords entropyproductionratedimensionalinequalityornstein-uhlenbeckprocessesstate
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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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