Open Access
December 2018 On the polynomial convergence rate to nonequilibrium steady states
Yao Li
Ann. Appl. Probab. 28(6): 3765-3812 (December 2018). DOI: 10.1214/18-AAP1406

Abstract

We consider a stochastic energy exchange model that models the 1-D microscopic heat conduction in the nonequilibrium setting. In this paper, we prove the existence and uniqueness of the nonequilibrium steady state (NESS) and, furthermore, the polynomial speed of convergence to the NESS. Our result shows that the asymptotic properties of this model and its deterministic dynamical system origin are consistent. The proof uses a new technique called the induced chain method. We partition the state space and work on both the Markov chain induced by an “active set” and the tail of return time to this “active set.”

Citation

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Yao Li. "On the polynomial convergence rate to nonequilibrium steady states." Ann. Appl. Probab. 28 (6) 3765 - 3812, December 2018. https://doi.org/10.1214/18-AAP1406

Information

Received: 1 March 2017; Revised: 1 April 2018; Published: December 2018
First available in Project Euclid: 8 October 2018

zbMATH: 06994406
MathSciNet: MR3861826
Digital Object Identifier: 10.1214/18-AAP1406

Subjects:
Primary: 60J25 , 82C05
Secondary: 37N05 , 60G07 , 82C35

Keywords: induced chain method , Markov jump process , Microscopic heat conduction , polynomial convergence rate

Rights: Copyright © 2018 Institute of Mathematical Statistics

Vol.28 • No. 6 • December 2018
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