Exponential decay of correlation for the Stochastic Process associated to the Entropy Penalized Method
Diogo A. Gomes, Artur Oscar Lopes · São Paulo Journal of Mathematical Sciences · 2008
In this paper we present an upper bound for the decay of correlation for the stationary stochastic process associated with the Entropy Penalized Method.Let L(x, v) : T n × R n → R be a C 1 Lagrangian of the formWe point out that we do not assume more differentiability of L according the the dimension of the torus T n .