Optimal linear drift for the speed of convergence of an hypoelliptic diffusion (Q727855): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / arXiv ID | |||
| Property / arXiv ID: 1604.07295 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2950518791 / rank | |||
Normal rank | |||
Latest revision as of 10:22, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal linear drift for the speed of convergence of an hypoelliptic diffusion |
scientific article |
Statements
Optimal linear drift for the speed of convergence of an hypoelliptic diffusion (English)
0 references
21 December 2016
0 references
hypoelliptic diffusion
0 references
Ornstein-Uhlenbeck process
0 references
optimal linear dirft
0 references
hypocoercivity
0 references
Brownian motion
0 references
irreversibility
0 references
optimal sampling
0 references
asymptotic convergence rate
0 references
