Zobrazeno 1 - 10
of 39
pro vyhledávání: '"Chen, Mufa"'
Autor:
Chen Mufa
Publikováno v:
SCIENTIA SINICA Mathematica. 50:3
In mathematical language, the paper introduces the development fromMarkov chains to the nonequilibrium interacting particle systems.In physical language, it is a way motivated from equilibrium statistical physics to nonequilibrium. Mainly, some typic
Autor:
Chen Mufa
Publikováno v:
SCIENTIA SINICA Mathematica. 49:327
The goal of the paper is to explore the core issue of statistical physics—The phenomenon of phase transition.To do this, we need to develop some existing ones or find newmathematical tools, and the emphasis is on the speed at whichwe can characteri
Autor:
Chen, Mufa
Publikováno v:
Chinese Annals of Mathematics. Jan1999, Vol. 20 Issue 1, p77. 6p.
Autor:
Chen Mufa
Publikováno v:
Science in China Series A: Mathematics. 44:409-418
Some complete variational formulas and approximation theorems for the first eigenvalue of elliptic operators in dimension one or a class of Markov chains are presented.
Autor:
Chen Mufa
Publikováno v:
Acta Mathematica Sinica. 14:9-16
This note is devoted to study the exponential convergence rate in the total variation for reversible Markov processes by comparing it with the spectral gap. It is proved that in a quite general setup, with a suitable restriction on the initial distri
Autor:
Chen Mufa
Publikováno v:
Chinese Science Bulletin. 42:1497-1505
Autor:
Chen Mufa
Publikováno v:
Acta Mathematica Sinica. 12:337-360
The study of the convergent rate (spectral gap) in theL2-sense is motivated from several different fields: probability, statistics, mathematical physics, computer science and so on and it is now an active research topic. Based on a new approach (the
Autor:
Chen Mufa
Publikováno v:
Acta Mathematica Sinica. 10:260-275
This paper is devoted to studying a new topic: optimal Markovian couplings, mainly for time-continuous Markov processes. The study emphasizes the analysis of the coupling operators rather than the processes. Some constructions of optimal Markovian co