Ergodic properties of quasi-Markovian generalized Langevin equations with configuration dependent noise and non-conservative force
classification
🧮 math.PR
keywords
equationsergodicforcegeneralizedlangevinnoisepropertiesquasi-markovian
read the original abstract
We discuss the ergodic properties of quasi-Markovian stochastic differential equations, providing general conditions that ensure existence and uniqueness of a smooth invariant distribution and exponential convergence of the evolution operator in suitably weighted $L^{\infty}$ spaces, which implies the validity of central limit theorem for the respective solution processes. The main new result is an ergodicity condition for the generalized Langevin equation with configuration-dependent noise and (non-)conservative force.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.