Abstract
Among all generalized Ornstein-Uhlenbeck processes which sample the same invariant measure and for which the same amount of randomness (a $N$-dimensional Brownian motion) is injected in the system, we prove that the asymptotic rate of convergence is maximized by a non-reversible hypoelliptic one.
Highlights
The authors correct the two following mistakes: 1. At page 5, line -20, it is proved in [13, Corollary 12] that the entropy converges at rate 2ρ(A)
At page 9, line 8, C should be replaced by CT :
For the computations to hold, the matrix J should be taken equal to its opposite, meaning that at page 8, the line -5 should be
Summary
The authors correct the two following mistakes: 1. At page 5, line -20, it is proved in [13, Corollary 12] that the entropy converges at rate 2ρ(A). The authors correct the two following mistakes: 1. At page 5, line -20, it is proved in [13, Corollary 12] that the entropy converges at rate 2ρ(A)
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