Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Simon Holbach"'
Publikováno v:
Physical Review E. 107
A common problem that affects simulations of complex systems within the computational physics and chemistry communities is the so-called sampling problem or rare event problem where proper sampling of energy landscapes is impeded by the presences of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c0a0dcf74098b0d74b8f93caade3b121
https://doi.org/10.1103/physreve.107.024141
https://doi.org/10.1103/physreve.107.024141
Autor:
Simon Holbach
We consider a multidimensional time-homogeneous dynamical system and add a randomly perturbed time-dependent deterministic signal to some of its components, giving rise to a high-dimensional system of stochastic differential equations, which is drive
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::08bcdc982d1ba1b3cdf6eed60ec29e68
http://arxiv.org/abs/1907.13585
http://arxiv.org/abs/1907.13585
Autor:
Simon Holbach
Publikováno v:
Electron. J. Statist. 13, no. 2 (2019), 4884-4915
Taking a multidimensional time-homogeneous dynamical system and adding a randomly perturbed time-dependent deterministic signal to some of its components gives rise to a high-dimensional system of stochastic differential equations which is driven by
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0aabd5ac3492bddb047bcd7f6de52a03
http://arxiv.org/abs/1903.03440
http://arxiv.org/abs/1903.03440
Autor:
Simon Holbach
We consider a one-dimensional diffusion whose drift contains a deterministic periodic signal with unknown periodicity $T$ and carrying some unknown $d$-dimensional shape parameter $\theta$. We prove Local Asymptotic Normality (LAN) jointly in $\theta
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::51799c04df76b7ad14dd20353f5a0bea
http://arxiv.org/abs/1610.04093
http://arxiv.org/abs/1610.04093