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arxiv: 1804.04029 · v2 · pith:HBS2JPTDnew · submitted 2018-04-11 · 🧮 math.PR

Ergodic properties of quasi-Markovian generalized Langevin equations with configuration dependent noise and non-conservative force

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keywords equationsergodicforcegeneralizedlangevinnoisepropertiesquasi-markovian
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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.

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