scientific article

zbMath1188.60041MaRDI QIDQ3397641

Persi Diaconis, Laurent Miclo

Publication date: 22 September 2009

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

martingale problemsMetropolis algorithms\(\varphi\)-relative entropiescompact manifold-valued diffusion processesdiscrepancies on sets of Markov generatorsfinite jump Markov processesgeneral Girsanov transformationsrelative entropy minimizations

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Continuous-time Markov processes on general state spaces (60J25) Diffusion processes and stochastic analysis on manifolds (58J65) Measures of information, entropy (94A17) Continuous-time Markov processes on discrete state spaces (60J27) Multiplicative functionals and Markov processes (60J57)

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