Dynamiques recuites de type Feynman-Kac : résultats précis et conjectures
Publication:5429570
DOI10.1051/ps:2006003zbMath1183.37010WikidataQ122965776 ScholiaQ122965776MaRDI QIDQ5429570
Pierre Del Moral, Laurent Miclo
Publication date: 30 November 2007
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=PS_2006__10__76_0
stochastic optimization; time delay; probability; large deviation; Poisson equation; Sobolev inequality; low temperature; stochastic inequality; Perron-Frobenius eigenvalues; stochastic coupling; Perron-Frobenius eigenvectors; dynamic Feynman-Kac annealing
68T05: Learning and adaptive systems in artificial intelligence
90C59: Approximation methods and heuristics in mathematical programming
70K20: Stability for nonlinear problems in mechanics
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
60F10: Large deviations
37A30: Ergodic theorems, spectral theory, Markov operators
47D08: Schrödinger and Feynman-Kac semigroups
46E39: Sobolev (and similar kinds of) spaces of functions of discrete variables
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