Ergodic properties of quasi-Markovian generalized Langevin equations with configuration dependent noise and non-conservative force
Benedict Leimkuhler, Matthias Sachs

TL;DR
This paper investigates the ergodic behavior of quasi-Markovian generalized Langevin equations with configuration-dependent noise and non-conservative forces, establishing conditions for unique invariant measures and exponential convergence.
Contribution
It introduces a novel ergodicity condition specifically for generalized Langevin equations with complex noise and force structures, advancing understanding of their long-term behavior.
Findings
Existence and uniqueness of smooth invariant distributions.
Exponential convergence in weighted $L^{ abla} spaces.
Validity of the central limit theorem for solutions.
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 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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Taxonomy
TopicsMarkov Chains and Monte Carlo Methods · Stochastic processes and financial applications · Stochastic processes and statistical mechanics
