Stationary distributions for diffusions with inert drift - of Martin Hairer

Abstract. We consider processes that coincide with a given diffusion process outside a finite collection of domains. In each of the domains, there is, ...







Finite-Time Analysis of Asynchronous Stochastic Approximation and ...
In this thesis, we propose a generic framework of localization theory for the propagation of information in non-relativistic quantum ...
On the behavior of diffusion processes with traps - UMD MATH
Abstract. We propose two numerical schemes for approximating quasi-stationary distributions. (QSD) of finite state Markov chains with absorbing states.
Localization theory for propagation of quantum information
Most of these asymptotic results are derived under the assumption that the data dimen- sion p is fixed while the sample size n tends to infinity (large sample ...



Autres Cours:

Distance-based analysis of dynamical systems and time series by ...