Zobrazeno 1 - 10
of 35
pro vyhledávání: '"60F10, 60J25"'
We consider a class of slow-fast processes on a connected complete Riemannian manifold $M$.The limiting dynamics as the scale separation goes to $\infty$ is governed by the averaging principle. Around this limit, we prove large deviation principles w
Externí odkaz:
http://arxiv.org/abs/2403.05505
We study the long-time behavior of an additive functional that takes into account the jumps of a symmetric Markov process. This process is assumed to be observed through a biased observation scheme that includes the survival to events of extinction a
Externí odkaz:
http://arxiv.org/abs/2401.17997
We study the large deviations for Cox-Ingersoll-Ross (CIR) processes with small noise and state-dependent fast switching via associated Hamilton-Jacobi equations. As the separation of time scales, when the noise goes to $0$ and the rate of switching
Externí odkaz:
http://arxiv.org/abs/2307.11936
The zig-zag process is a piecewise deterministic Markov process in position and velocity space. The process can be designed to have an arbitrary Gibbs type marginal probability density for its position coordinate, which makes it suitable for Monte Ca
Externí odkaz:
http://arxiv.org/abs/1912.06635
Autor:
Birrell, Jeremiah, Rey-Bellet, Luc
Information-theory based variational principles have proven effective at providing scalable uncertainty quantification (i.e. robustness) bounds for quantities of interest in the presence of nonparametric model-form uncertainty. In this work, we combi
Externí odkaz:
http://arxiv.org/abs/1812.05174
We present new results and challenges in obtaining hydrodynamic limits for non-symmetric (weakly asymmetric) particle systems (exclusion processes on pre-fractal graphs) converging to a non-linear heat equation. We discuss a joint density-current law
Externí odkaz:
http://arxiv.org/abs/1702.03376
Publikováno v:
Discr. Contin. Dynam. Systems Ser. S 10:1 (2017) 1-35
Classical gradient systems have a linear relation between rates and driving forces. In generalized gradient systems we allow for arbitrary relations derived from general non-quadratic dissipation potentials. This paper describes two natural origins f
Externí odkaz:
http://arxiv.org/abs/1507.06322
Publikováno v:
Electronic Communications in Probability, Volume 20, 2015, No. 15, pages 1-16
In recent papers it has been demonstrated that sampling a Gibbs distribution from an appropriate time-irreversible Langevin process is, from several points of view, advantageous when compared to sampling from a time-reversible one. Adding an appropri
Externí odkaz:
http://arxiv.org/abs/1410.0255
In order to sample from a given target distribution (often of Gibbs type), the Monte Carlo Markov chain method consists in constructing an ergodic Markov process whose invariant measure is the target distribution. By sampling the Markov process one c
Externí odkaz:
http://arxiv.org/abs/1404.0105
Autor:
Kraaij, Richard C.
Publikováno v:
Annals of Probability 2018, Vol. 46, No. 2, 775-828
We study the large deviation behaviour of the trajectories of empirical distributions of independent copies of time-homogeneous Feller processes on locally compact metric spaces. Under the condition that we can find a suitable core for the generator
Externí odkaz:
http://arxiv.org/abs/1401.2802