Large deviations of empirical measures of diffusions in weighted topologies
From MaRDI portal
Publication:2024505
DOI10.1214/20-EJP514zbMath1470.60085arXiv1906.09411OpenAlexW3090527744MaRDI QIDQ2024505
Grégoire Ferré, Gabriel Stoltz
Publication date: 4 May 2021
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1906.09411
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Large deviations (60F10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)
Related Items
Stochastic viscosity approximations of Hamilton–Jacobi equations and variance reduction ⋮ On the stability of positive semigroups ⋮ More on the long time stability of Feynman-Kac semigroups
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Variance reduction using nonreversible Langevin samplers
- Improving the convergence of reversible samplers
- A large deviation principle for Wigner matrices without Gaussian tails
- Variance reduction for diffusions
- Nonequilibrium Markov processes conditioned on large deviations
- Accelerating diffusions
- Markov chains and stochastic stability
- Large deviations for a general class of random vectors
- Performance analysis conditioned on rare events: an adaptive simulation scheme
- A formal view on level 2.5 large deviations and fluctuation relations
- Weak backward error analysis for Langevin process
- Large deviations of lattice Hamiltonian dynamics coupled to stochastic thermostats
- A simple proof of the Poincaré inequality for a large class of probability measures
- Large deviations techniques and applications.
- Semigroups of linear operators and applications to partial differential equations
- Supersymmetry and Morse theory
- Semi-classical analysis for the Schrödinger operator and applications
- A variational representation for certain functionals of Brownian motion
- Random perturbations of nonlinear oscillators
- A Gallavotti-Cohen-type symmetry in the large deviation functional for stochastic dynamics
- Spectral properties of hypoelliptic operators
- Essential spectral radius for Markov semigroups. I: Discrete time case
- Random perturbations of dynamical systems and diffusion processes with conservation laws
- Uniformly integrable operators and large deviations for Markov processes
- A deviation inequality for non-reversible Markov processes
- Large deviations for the empirical measure of a diffusion via weak convergence methods
- Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains
- Scalable information inequalities for uncertainty quantification
- Large deviations asymptotics and the spectral theory of multiplicatively regular Markov proces\-ses
- Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.
- Adaptive sampling of large deviations
- Introduction to dynamical large deviations of Markov processes
- Erratum: ``Practical criteria for \(R\)-positive recurrence of unbounded semigroups
- Sanov's theorem in the Wasserstein distance: a necessary and sufficient condition
- Convergence rates for nonequilibrium Langevin dynamics
- From ballistic to diffusive behavior in periodic potentials
- Hypoelliptic second order differential equations
- Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
- A large deviation approach to some transportation cost inequalities
- Stochastic simulation: Algorithms and analysis
- Geometric ergodicity of the bouncy particle sampler
- The computation of averages from equilibrium and nonequilibrium Langevin molecular dynamics
- Normal Approximations with Malliavin Calculus
- Yet Another Look at Harris’ Ergodic Theorem for Markov Chains
- Bernstein-type Concentration Inequalities for Symmetric Markov Processes
- Irreversible Langevin samplers and variance reduction: a large deviations approach
- Exponential convergence to quasi-stationary distribution for absorbed one-dimensional diffusions with killing
- Convexity and Optimization in Banach Spaces
- A Learning Algorithm for Risk-Sensitive Cost
- Variational and optimal control representations of conditioned and driven processes
- On the Control of an Interacting Particle Estimation of Schrödinger Ground States
- First-order dynamical phase transition in models of glasses: an approach based on ensembles of histories
- Asymptotic evaluation of certain markov process expectations for large time. IV
- The Spectral Approximation of Linear Operators with Applications to the Computation of Eigenelements of Differential and Integral Operators
- Asymptotic evaluation of certain markov process expectations for large time, I
- A classification of the second order degenerate elliptic operators and its probabilistic characterization
- Asymptotic evaluation of certain markov process expectations for large time, II
- Asymptotic evaluation of certain Markov process expectations for large time—III
- On a Variational Formula for the Principal Eigenvalue for Operators with Maximum Principle
- On Large Deviations from the Invariant Measure
- Random perturbations of Hamiltonian systems
- Fluctuation theorem for stochastic dynamics
- On the Infinite Swapping Limit for Parallel Tempering
- Spectral Theory and its Applications
- Analysis and Geometry of Markov Diffusion Operators
- Uncertainty Quantification for Markov Processes via Variational Principles and Functional Inequalities
- On <scp>Heavy‐Tail</scp> Phenomena in Some <scp>Large‐Deviations</scp> Problems
- How Biased Is Your Model? Concentration Inequalities, Information and Model Bias
- Stochastic Processes and Applications
- Ergodicity and Lyapunov Functions for Langevin Dynamics with Singular Potentials
- Geometric ergodicity of Langevin dynamics with Coulomb interactions
- Dynamical phase transitions in the current distribution of driven diffusive channels
- Fluctuations in Markov Processes
- Hilbert space hypocoercivity for the Langevin dynamics revisited
- Partial differential equations and stochastic methods in molecular dynamics
