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math.DS2007★ 6 cited
The Mather measure and a Large Deviation Principle for the Entropy Penalized Method
Diogo A. Gomes, Artur O. Lopes, Joana Mohr
We present a large deviation principle for the entropy penalized Mather problem when the Lagrangian L is generic (in this case the Mather measure is unique and the support of $…
math.DS2007
Exponential decay of correlation for the Stochastic Process associated to the Entropy Penalized Method
Diogo A. Gomes, Artur O. Lopes
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):\Tt^n\times\Rr…